Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction (Q825058)

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scientific article; zbMATH DE number 7447211
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    Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
    scientific article; zbMATH DE number 7447211

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      Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction (English)
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      17 December 2021
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      nonparametric estimation
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      \(L_2\) regularization
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      point processes
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      social network
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      cumulants
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