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Testing the causality of Hawkes processes with time reversal - MaRDI portal

Testing the causality of Hawkes processes with time reversal (Q4964526)

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scientific article; zbMATH DE number 7316969
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English
Testing the causality of Hawkes processes with time reversal
scientific article; zbMATH DE number 7316969

    Statements

    title
    Testing the causality of Hawkes processes with time reversal (English)
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    author
    Marcus Cordi
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    Ioane Muni Toke
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    Damien Challet
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    publication date
    2 March 2021
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    Mathematics Subject Classification ID
    62M07
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    60G55
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    62P05
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    zbMATH DE Number
    7316969
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    OpenAlex ID
    W3121498699
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    arXiv ID
    1709.08516
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    Wikidata QID
    Q130066831
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