Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
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Publication:2968465
DOI10.1111/jtsa.12213zbMath1360.62445arXiv1605.06759OpenAlexW2403458786MaRDI QIDQ2968465
Johannes Dueck, Rainer Dahlhaus, Michael Eichler
Publication date: 16 March 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.06759
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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