A Multivariate Hawkes Process With Gaps in Observations

DOI10.1109/TIT.2017.2735963zbMath1390.60178arXiv1608.01282OpenAlexW2963051810MaRDI QIDQ4566745

Triet M. Le

Publication date: 27 June 2018

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01282

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Parameter Estimation of Binned Hawkes Processes ⋮ Propagation of Spiking Moments in Linear Hawkes Networks

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