Statistical inference for a partially observed interacting system of Hawkes processes (Q2196382)
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scientific article
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| English | Statistical inference for a partially observed interacting system of Hawkes processes |
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Statistical inference for a partially observed interacting system of Hawkes processes (English)
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2 September 2020
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multivariate Hawkes processes
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point processes
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statistical inference
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interaction graph
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stochastic interacting particles
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mean field limit
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0.906438946723938
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0.7614447474479675
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0.7608002424240112
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0.73386549949646
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0.729975163936615
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