"Uncovering Causality from Multivariate Hawkes Integrated Cumulants."

Massil Achab et al. (2016)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - journals/corr/AchabBGMM16
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  - https://dblp.org/rec/journals/corr/AchabBGMM16
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy:
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. CoRR abs/1607.06333 (2016)

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