emhawkes

CRANemhawkesMaRDI QIDQ78042FDOQ78042

Exponential Multivariate Hawkes Model

Kyungsub Lee

Last update: 2 February 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.9.7

Cites work

• Maximum likelihood estimation of Hawkes' self-exciting point processes

This page was built for software: emhawkes