H

Hawkes

Project information

Simulation of multivariate Self-Inhibiting and self-Exciting Point Processes (multivariateSiepps), including continuous time Hawkes process and the discrete time point process from Mark et al (2018) http://pages.cs.wisc.edu/~raskutti/publication/Pois

point processes R Hawkes

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Created on

November 09, 2018

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