@article{roueff:hal-01153882, TITLE = {{Locally stationary Hawkes processes}}, AUTHOR = {Roueff, Fran{\c c}ois and von Sachs, Rainer and Sansonnet, Laure}, URL = {https://imt.hal.science/hal-01153882}, JOURNAL = {{Stochastic Processes and their Applications}}, PUBLISHER = {{Elsevier}}, VOLUME = {126}, NUMBER = {6}, PAGES = {Pages 1710--1743}, YEAR = {2016}, MONTH = Jun, DOI = {10.1016/j.spa.2015.12.003}, KEYWORDS = {point processes 2000 MSC: 60G55 ; Locally stationary processes ; Hawkes processes ; 46N30 ; 62M15 ; time frequency analysis ; Bartlett spectrum}, PDF = {https://imt.hal.science/hal-01153882/file/lshawkes.pdf}, HAL_ID = {hal-01153882}, HAL_VERSION = {v1}, }