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]

@article{FallahiP24,
  title = {Estimating high-dimensional Hawkes process with time-dependent covariates},
  author = {Masoumeh Fallahi and Reza Pourtaheri},
  year = {2024},
  month = {November},
  doi = {10.1080/03610918.2024.2342916},
  url = {https://doi.org/10.1080/03610918.2024.2342916},
  researchr = {https://researchr.org/publication/FallahiP24},
  cites = {0},
  citedby = {0},
  journal = {Communications in Statistics - Simulation and Computation},
  volume = {53},
  number = {11},
  pages = {5680-5695},
}