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scientific article; zbMATH DE number 7255081
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scientific article; zbMATH DE number 7255081

    Statements

    author
    Martin Bompaire
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    Stéphane Gaïffas
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    Emmanuel Bacry
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    Jean-François Muzy
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    publication date
    5 October 2020
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    zbMATH Keywords
    Hawkes processes
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    sparsity
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    low-rank
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    random matrices
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    data-driven concentration
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    describes a project that uses
    Tick
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    PyHawkes
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    Identifiers

    Mathematics Subject Classification ID
    60G55
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    60E15
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    60G42
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    62H12
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    zbMATH DE Number
    7255081
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    arXiv ID
    1501.00725
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