E. Bacry, S. Delattre, M. Hoffmann, and J. F. Muzy, Some limit theorems for Hawkes processes and applications to financial statistics, Stoch. Processes Appl, vol.123, pp.2475-2499, 2013.

E. Bacry, I. Mastromatteo, and J. F. Muzy, Hawkes processes in finance, Market Microstructure and Liquidity, vol.1, issue.01, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01313838

M. S. Bartlett, The spectral analysis of point processes, J. R. Statist. Soc. B, vol.25, pp.264-296, 1963.

L. Bauwens and N. Hautsch, Modelling financial high frequency data using point processes. Handbook of Financial Time Series, pp.953-979, 2009.

C. Blundell, K. A. Heller, and J. F. Beck, Modeling reciprocating relationships with Hawkes processes. Neural Information Processing Systems, 2012.

A. Bray and F. P. Schoenberg, Assessment of Point Process Models for Earthquake Forecasting, Institute of Mathematical Statistics, vol.28, pp.510-520, 2013.

P. Brémaud and L. Massoulié, Stability of nonlinear Hawkes processes, Ann. Probab, vol.24, pp.1563-1588, 1996.

P. Brémaud, L. Massoulié, and A. Ridolfi, Power spectra of random spike fields and related processes, Advances Appl. Probab, vol.37, pp.1116-1146, 2005.

P. Brémaud, G. Nappo, and G. L. Torrisi, Rate of convergence to equilibrium of marked Hawkes processes, J. Appl. Probab, vol.39, pp.123-136, 2002.

L. Carstensen, Hawkes processes and combinatorial transcriptional regulation, 2010.

J. Chevallier, Mean-field limit of generalized Hawkes processes, Stoch. Processes Appl, vol.127, pp.3870-3912, 2017.
URL : https://hal.archives-ouvertes.fr/hal-01217407

J. Chevallier, Modelling large neural networks via Hawkes processes, 2016.
URL : https://hal.archives-ouvertes.fr/tel-01415622

D. J. Daley and D. Vere-jones, An introduction to the theory of point processes. Vol. I. Probability and its Applications, 2003.

S. Delattre and N. Fournier, Statistical inference versus mean field limit for Hawkes processes, Electron. J. Stat, vol.10, pp.1223-1295, 2016.
URL : https://hal.archives-ouvertes.fr/hal-01367752

S. Delattre, N. Fournier, and M. Hoffmann, Hawkes processes on large networks, Ann. Appl. Probab, vol.26, 2016.
URL : https://hal.archives-ouvertes.fr/hal-01102806

E. Errais, K. Giesecke, and L. R. Goldberg, Affine Point Processes and Portfolio Credit, Risk Siam J. Finical Math, vol.1, p.642665, 2010.

G. Gusto, S. Schbath, and F. A. , a statistical method to detect favored or avoided distances between occurrences of motifs using the Hawkes model, Stat. Appl. Genet. Mol. Biol., 4, Article, vol.24, 2005.

N. R. Hansen, P. Reynaud-bouret, and V. Rivoirard, Lasso and probabilistic inequalities for multivariate point processes, Bernoulli, vol.21, issue.1, p.83143, 2015.
URL : https://hal.archives-ouvertes.fr/hal-00722668

A. Hawkes, Spectra of some self-exciting and mutually exciting point processes, Biometrika, vol.58, pp.83-90, 1971.

A. Hawkes, Point spectra of some mutually exciting point processes, J. Roy. Statist. Soc. Ser, vol.33, pp.438-443, 1971.

A. Hawkes and D. Oakes, A cluster process representation of a self-exciting process, J. Appl. Probability, vol.11, pp.493-503, 1974.

P. Hewlett, Clustering of order arrivals, price impact and trade path optimisation, Workshop on Financial Modeling with Jump processes. Ecole Polytechnique, 2006.

J. Jacod and A. N. Shiryaev, Limit theorems for stochastic processes, 2003.

Y. Y. Kagan, Statistical distributions of earthquake numbers: consequence of branching process, Geophysical Journal International, vol.180, issue.3, p.13131328, 2010.

T. Liniger, Multivariate Hawkes Processes, 2009.

C. Liu, Statistical inference for a partially observed interacting system of Hawkes processes
URL : https://hal.archives-ouvertes.fr/tel-02474901

C. Liu, Central limit theorem for a partially observed interacting system of Hawkes processes

X. Lu and F. , High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration, 249264. 91G70 (60G55 62P05), vol.18, 2018.
URL : https://hal.archives-ouvertes.fr/hal-01686122

G. O. Mohler, M. B. Short, P. J. Brantingham, F. P. Schoenberg, and G. E. , Tita Self-exciting point process modelling of crime, Journal of the American Statistical Association, vol.106, pp.100-108, 2011.

D. Oakes, The Markovian self-exciting process, J. Appl. Prob, vol.12, pp.69-77, 1975.

Y. Ogata, The asymptotic behaviour of maximum likelihood estimators for stationary point processes, Ann. Inst. Math. Statist, vol.30, pp.243-261, 1978.

Y. Ogata, Statistical models for earthquake occurrences and residual analysis for point processes, J. Amer. Statist. Assoc, vol.83, pp.9-27, 1988.

K. Pakdaman, B. Perthame, and D. Salort, Relaxation and self-sustained oscillations in the time elapsed neuron network model, SIAM Journal on Applied Mathematics, vol.73, pp.1260-1279, 2013.

K. Pakdaman, B. Perthame, and D. Salort, Adaptation and fatigue model for neuron networks and large time asymptotics in a nonlinear fragmentation equation, The Journal of Mathematical Neuroscience (JMN), vol.4, p.126, 2014.
URL : https://hal.archives-ouvertes.fr/hal-01054561

H. Pratiwi, Self-exciting point process in modeling earthquake occurrences, Journal of Physics: Conference Series, 2017.

A. Reinhart, A Review of Self-Exciting Spatio-Temporal Point Processes and Their Applications

P. Reynaud-bouret and S. Schbath, Adaptive estimation for Hawkes processes; application to genome analysis, Ann. Statist, vol.38, pp.2781-2822, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00863958

P. Reynaud-bouret, V. Rivoirard, and C. T. Malot, Inference of functional connectivity in Neurosciences via Hawkes processes 1st IEEE Global Conference on Signal and Information Processing, 2013.

S. V. Sarma, D. P. Nguyen, G. Czanner, S. Wirth, M. A. Wilson et al., Computing confidence intervals for point process models, Neural Computation, vol.23, pp.2731-2745, 2011.

A. Simma and M. I. Jordan, Modeling events with cascades of Poisson processes, Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence (UAI), 2010.

G. L. Torrisi, A class of interacting marked point processes: Rate of convergence to equilibrium, Journal of Applied Probability, vol.39, pp.137-160, 2002.

G. L. Torrisi, Gaussian approximation of nonlinear Hawkes processes, Ann. Appl. Probab, vol.26, issue.4, p.8, 2016.

G. L. Torrisi, Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes, Ann. Inst. H. Poincaré Probab. Statist, vol.53, pp.679-700, 2017.

W. Truccolo, From point process observations to collective neural dynamics: Nonlinear Hawkes process GLMs, low-dimensional dynamics and coarse graining, Journal of Physiology-Paris, vol.110, pp.336-347, 2017.

J. Wu, T. Zheng, and J. Curley, Markov-Modulated Hawkes Processes for Sporadic and Bursty Event Occurrences

K. Zhou, H. Zha, and L. Song, Learning triggering kernels for multi-dimensional Hawkes processes, Proceedings of the 30th International Conference on Machine Learning, 2013.

L. Zhu, Central limit theorem for nonlinear Hawkes processes, Journal of Applied Probability, vol.50, issue.3, pp.760-771, 2013.

L. Zhu, Nonlinear Hawkes Processes, 2013.

L. Zhu, Large deviations for Markovian nonlinear Hawkes processes, Ann. App. Probab, vol.25, pp.548-581, 2015.