Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
type: Item
instance of: scholarly article
title: Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
author: Baichuan Yuan
author: Andrea L. Bertozzi
author: Frederic Paik Schoenberg
published in: Annals of the Institute of Statistical Mathematics
publication date: 2021-12-17T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7447211
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: \(L_2\) regularization
zbMATH Keywords: point processes
zbMATH Keywords: social network
zbMATH Keywords: cumulants
MaRDI profile type: Publication
full work available at URL: s10463-020-00780-1
OpenAlex ID: W3118503721
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DOI: 10.1007/S10463-020-00780-1
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description: scientific article; zbMATH DE number 7447211