Learning granger causality for non-stationary Hawkes processes

Wei Chen, Jibin Chen, Ruichu Cai, Yuequn Liu, Zhifeng Hao. Learning granger causality for non-stationary Hawkes processes. Neurocomputing, 468:22-32, 2022. [doi]

Authors

Wei Chen

This author has not been identified. Look up 'Wei Chen' in Google

Jibin Chen

This author has not been identified. Look up 'Jibin Chen' in Google

Ruichu Cai

This author has not been identified. Look up 'Ruichu Cai' in Google

Yuequn Liu

This author has not been identified. Look up 'Yuequn Liu' in Google

Zhifeng Hao

This author has not been identified. Look up 'Zhifeng Hao' in Google