Uncovering causality from multivariate Hawkes integrated cumulants
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Cites work
- A cluster process representation of a self-exciting process
- Adaptive estimation for Hawkes processes; application to genome analysis
- Adaptive subgradient methods for online learning and stochastic optimization
- An Introduction to the Theory of Point Processes
- Causal inference for statistics, social, and biomedical sciences. An introduction
- Causality. Models, reasoning, and inference
- COEVOLVE: a joint point process model for information diffusion and network evolution
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics
- First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
- Graphical modelling of multivariate time series
- scientific article; zbMATH DE number 2188315 (Why is no real title available?)
- scientific article; zbMATH DE number 3378360 (Why is no real title available?)
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Large Sample Properties of Generalized Method of Moments Estimators
- Lasso and probabilistic inequalities for multivariate point processes
- Network Granger causality with inherent grouping structure
- On Lewis' simulation method for point processes
- Self-exciting point process modeling of crime
- Space-time point-process models for earthquake occurrences
Cited in
(20)- Multiple change points detection and clustering in dynamic networks
- Rejoinder on: ``A review of self-exciting spatio-temporal point processes and their applications
- Optimization of the spatio-temporal causal relationships by non-parametric triggering algorithm
- Hawkes graphs
- Testing the causality of Hawkes processes with time reversal
- Sparse and low-rank multivariate Hawkes processes
- Multivariate spatiotemporal Hawkes processes and network reconstruction
- A Metric Space for Point Process Excitations
- Semi-parametric learning of structured temporal point processes
- Disentangling and quantifying market participant volatility contributions
- Dependencies in complex systems
- Hawkes Processes Modeling, Inference, and Control: An Overview
- Nonparametric conditional local independence testing
- Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States
- A neural network based model for multi-dimensional non-linear Hawkes processes
- Sequential Change-Point Detection for Mutually Exciting Point Processes
- Group Network Hawkes Process
- Influence network reconstruction from discrete time-series of count data modelled by multidimensional Hawkes processes
- Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets
- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
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