"Sparse and low-rank multivariate Hawkes processes."

Emmanuel Bacry et al. (2020)

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access: open

type: Journal Article

metadata version: 2024-09-11

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Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Jean-François Muzy:
Sparse and low-rank multivariate Hawkes processes. J. Mach. Learn. Res. 21: 50:1-50:32 (2020)

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