Estimation in linear high dimensional Hawkes processes: a Bayesian approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rousseau, Judith, Rivoirard, Vincent, Sulem, Déborah
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62G20 G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.24182