Hawkes Processes With Stochastic Exogenous Effects for Continuous-Time Interaction Modelling

Xuhui Fan, Yaqiong Li, Ling Chen 0006, Bin Li 0015, Scott A. Sisson. Hawkes Processes With Stochastic Exogenous Effects for Continuous-Time Interaction Modelling. IEEE Trans. Pattern Anal. Mach. Intell., 45(2):1848-1861, 2023. [doi]

Abstract

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