Interacting Hawkes processes with multiplicative inhibition
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DOI: 10.1016/j.spa.2022.02.008
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References listed on IDEAS
- Bonnet, Anna & Martinez Herrera, Miguel & Sangnier, Maxime, 2021. "Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition," Statistics & Probability Letters, Elsevier, vol. 179(C).
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Keywords
Multivariate nonlinear Hawkes processes; Inhibition; Mean-field systems; Neural networks;All these keywords.
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