Latent Network Structure Learning From High-Dimensional Multivariate Point Processes
Author:
Affiliation:
1. Department of Management Science, Miami Herbert Business School, University of Miami, Coral Gables, FL
Funder
NSF
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2022.2102019
Reference55 articles.
1. Dynamics of pattern formation in lateral-inhibition type neural fields
2. Bach, P., Klaassen, S., Kueck, J., and Spindler, M. (2020), “Uniform Inference in High-Dimensional Generalized Additive Models,” arXiv preprint arXiv:2004.01623.
3. Modelling microstructure noise with mutually exciting point processes
4. First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
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