Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (Q2968465)
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scientific article; zbMATH DE number 6695516
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| English | Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions |
scientific article; zbMATH DE number 6695516 |
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Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (English)
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16 March 2017
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Hawkes process
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Granger causality
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graphical model
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mutually exciting process
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nonparametric estimation
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0.89649373
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0.88878846
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0.88835645
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0.88154644
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0.87755936
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0.87595624
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0.86808324
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