Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (Q2968465)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions |
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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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