Lasso and probabilistic inequalities for multivariate point processes (Q2345116)

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Lasso and probabilistic inequalities for multivariate point processes
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    Lasso and probabilistic inequalities for multivariate point processes (English)
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    19 May 2015
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    multivariate point processes
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    Lasso procedure
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    Bernstein-type inequalities
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    multivariate Hawkes processes
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    \(\ell_{1}\)-penalization
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