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20202024
most citedNon-Parametric Estimation of Multi-dimensional Marked Hawkes Processes

1 citations · 1 across the 3 of their papers we have counts for

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stat.ML2023

A neural network based model for multi-dimensional nonlinear Hawkes processes

Sobin Joseph, Shashi Jain

This paper introduces the Neural Network for Nonlinear Hawkes processes (NNNH), a non-parametric method based on neural networks to fit nonlinear Hawkes processes. Our method is su…