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20072025
most citedLasso and probabilistic inequalities for multivariate point processes

130 citations · 314 across the 29 of their papers we have counts for

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math.ST2018

Nonparametric Bayesian estimation of multivariate Hawkes processes

Sophie Donnet, Vincent Rivoirard, Judith Rousseau

This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates a…