Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
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DOI: 10.1007/s10463-020-00780-1
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Cited by:
- Chenlong Li & Kaiyan Cui, 2024. "Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 76(4), pages 535-578, August.
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Keywords
Nonparametric estimation; $$L_2$$ L 2 regularization; Point processes; Social network; Cumulants;All these keywords.
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