The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience

DOI10.1007/s11009-023-10063-wOpenAlexW4389936235MaRDI QIDQ6204674

Masoumeh Fallahi, Farzad Eskandari, Reza Pourtaheri

Publication date: 2 April 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-023-10063-w

zbMATH Keywords

variable selectionhigh-dimensionalityHawkes processpenalized estimationmartingale central limit theoremgeneralized linear Hawkes process

Mathematics Subject Classification ID

Neural biology (92C20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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