The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience (Q6204674)
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scientific article; zbMATH DE number 7826464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience |
scientific article; zbMATH DE number 7826464 |
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The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience (English)
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2 April 2024
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Hawkes process
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generalized linear Hawkes process
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high-dimensionality
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penalized estimation
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martingale central limit theorem
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variable selection
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