Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity
DOI10.1007/s11222-023-10264-wzbMath1517.62007arXiv2205.04107OpenAlexW4280540821MaRDI QIDQ6172146
Maxime Sangnier, Anna Bonnet, Miguel Martinez Herrera
Publication date: 16 August 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.04107
maximum likelihood estimationpoint processgoodness-of-fitidentifiabilitysupport recoverynonlinear Hawkes process
Computational methods for problems pertaining to statistics (62-08) Non-Markovian processes: estimation (62M09) Neural biology (92C20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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