A sparsity test for multivariate Hawkes processes

Fuente: arXiv

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Bibliographic Details
Main Author:	Lotz, Antoine
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62F03, 62F12, 62F30, 60G5
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.08640