Sparse and low-rank multivariate Hawkes processes (Q4969095)
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scientific article; zbMATH DE number 7255081
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| default for all languages | No label defined |
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| English | Sparse and low-rank multivariate Hawkes processes |
scientific article; zbMATH DE number 7255081 |
Statements
5 October 2020
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Hawkes processes
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sparsity
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low-rank
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random matrices
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data-driven concentration
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0.7697429656982422
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0.7576420307159424
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0.7535857558250427
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0.7522961497306824
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