Cumulants of Hawkes point processes

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Cumulants of Hawkes point processes

18 September 2014

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Papers citing "Cumulants of Hawkes point processes"

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Title
Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants Nicolas Privault M. Thieullen 82 0 0 27 Oct 2022
An algorithm for the computation of joint Hawkes moments with exponential kernel Nicolas Privault 50 1 0 25 Oct 2021
Recursive computation of the Hawkes cumulants Nicolas Privault 41 8 0 14 Dec 2020
Spike Train Cumulants for Linear-Nonlinear Poisson Cascade Models M. Kordovan S. Rotter 31 6 0 14 Jan 2020
Uncovering Causality from Multivariate Hawkes Integrated Cumulants M. Achab Emmanuel Bacry Stéphane Gaïffas I. Mastromatteo Jean-François Muzy 92 91 0 21 Jul 2016
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions M. Eichler R. Dahlhaus J. Dueck 77 154 0 22 May 2016