137 citations · 346 across the 10 of their papers we have counts for
Showing 2016Show all
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math.ST2016★ 5 cited
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
Michael Eichler, Rainer Dahlhaus, Johannes Dueck
Hawkes (1971) introduced a powerful multivariate point process model of mutually exciting processes to explain causal structure in data. In this paper it is shown that the Granger…
stat.ME2016★ 60 cited
Locally Stationary Functional Time Series
Anne van Delft, Michael Eichler
The literature on time series of functional data has focused on processes of which the probabilistic law is either constant over time or constant up to its second-order structure.…