scientific article; zbMATH DE number 7255081

zbMath1499.60153arXiv1501.00725MaRDI QIDQ4969095

Martin Bompaire, Stéphane Gaïffas, Jean-François Muzy, Emmanuel Bacry

Publication date: 5 October 2020

Full work available at URL: https://arxiv.org/abs/1501.00725

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

random matricessparsityHawkes processeslow-rankdata-driven concentration

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Hawkes Processes Modeling, Inference, and Control: An Overview ⋮ Nonlinear Poisson autoregression and nonlinear Hawkes processes ⋮ Multivariate Temporal Point Process Regression ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ Latent Network Structure Learning From High-Dimensional Multivariate Point Processes ⋮ Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity ⋮ Sparse estimation for generalized exponential marked Hawkes process ⋮ Unnamed Item

Uses Software

• Tick
• PyHawkes

Cites Work

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