Uncovering causality from multivariate Hawkes integrated cumulants (Q4558519)
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scientific article; zbMATH DE number 6982948
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| English | Uncovering causality from multivariate Hawkes integrated cumulants |
scientific article; zbMATH DE number 6982948 |
Statements
22 November 2018
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Hawkes process
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causality inference
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cumulants
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generalized method of moments
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0.8070595860481262
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0.8005435466766357
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0.7837366461753845
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0.7809659838676453
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