Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction (Q825058)

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scientific article; zbMATH DE number 7447211
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Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
scientific article; zbMATH DE number 7447211

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    Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction (English)
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    17 December 2021
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    nonparametric estimation
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    \(L_2\) regularization
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    point processes
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    social network
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    cumulants
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