ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dion-Blanc, Charlotte, Denis, Christophe, Sansonnet, Laure, Lacoste, Romain Edmond
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.11455