Bayesian estimation of nonlinear Hawkes processes
Multivariate point processes (MPPs) are widely applied to model the occurrences of events, e.g., natural disasters, online message exchanges, financial transactions or neuronal spike trains. In the Hawkes process model, the probability of occurrences of future events depend on the past of the proces...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Bernoulli Society for Mathematical Statistics and Probability
2024
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