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"Granger Causal Inference in Multivariate Hawkes Processes by Minimum ..."

Katerina Hlavácková-Schindler, Anna Melnykova, Irene Tubikanec (2023)

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DOI: 10.48550/ARXIV.2309.02027

access: open

type: Informal or Other Publication

metadata version: 2023-09-11

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  dblp key:
  - journals/corr/abs-2309-02027
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  - https://dblp.org/rec/journals/corr/abs-2309-02027
Katerina Hlavácková-Schindler, Anna Melnykova, Irene Tubikanec:
Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length. CoRR abs/2309.02027 (2023)

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