Mean-field inference of Hawkes point processes
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Publication:2991839
DOI10.1088/1751-8113/49/17/174006zbMath1354.62004arXiv1511.01512OpenAlexW4300348600MaRDI QIDQ2991839
Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy, Emmanuel Bacry
Publication date: 10 August 2016
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.01512
covariance matrixleast squares methodmaximum likelihood methodmean-field theoryHawkes processcomputational timemulti-dimensional inference
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