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Martin Short

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

26

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Influence Network Reconstruction from Discrete Time-Series of Count Data Modelled by Multidimensional Hawkes Processes

Number of pages: 25 Posted: 19 Sep 2024
University of Surrey, University of Surrey and affiliation not provided to SSRN
Downloads 26 (1,399,036)

Abstract:

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Influence network, causal network, nonlinear filtering, Hawkes process, count data, expectation maximization