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Sparse estimation for generalized exponential marked Hawkes process
v1v2 (latest)

Sparse estimation for generalized exponential marked Hawkes process

29 July 2021
Masato Goda
ArXiv (abs)PDFHTML

Papers citing "Sparse estimation for generalized exponential marked Hawkes process"

1 / 1 papers shown
Title
A sparsity test for multivariate Hawkes processes
A sparsity test for multivariate Hawkes processes
Antoine Lotz
59
3
0
14 May 2024
1