Estimating high-dimensional Hawkes process with time-dependent covariates

Masoumeh Fallahi, Reza Pourtaheri. Estimating high-dimensional Hawkes process with time-dependent covariates. Communications in Statistics - Simulation and Computation, 53(11):5680-5695, November 2024. [doi]

Authors

Masoumeh Fallahi

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Reza Pourtaheri

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