Kirchner, Matthias (2026). Palm versions of Hawkes processes (In Press). Statistics & Probability Letters, 227, p. 110531 Elsevier. 10.1016/j.spl.2025.110531

Kirchner, Matthias (2023). Critical cluster cascades. Advances in Applied Probability, 55 (2), pp. 357-381. 10.1017/apr.2022.26

Kirchner, Matthias; Torrisi, Giovanni Luca (2023). Fluctuations and precise deviations of cumulative INAR time series. Stochastic Processes and their Applications, 164, pp. 1-32. 10.1016/j.spa.2023.07.002

Kirchner, Matthias; Vetter, Sebastian (2022). Hawkes model specification for limit order books. The European Journal of Finance, 28 (7), pp. 642-662. 10.1080/1351847X.2020.1784974

Kirchner, Matthias; Bercher, Aurélie (2018). A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation. Journal of Statistical Computation and Simulation, 88 (6), pp. 1106-1116. 10.1080/00949655.2017.1422126

Kirchner, Matthias (2017). An estimation procedure for the Hawkes process. Quantitative Finance, 17 (4), pp. 571-595. 10.1080/14697688.2016.1211312

Kirchner, Matthias (2017). Perspectives on Hawkes Processes. (Dissertation, ETH Zurich)

Kirchner, Matthias (2016). Hawkes and INAR(\infty) processes. Stochastic Processes and their Applications, 126 (8), pp. 2494-2525. 10.1016/j.spa.2016.02.008