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"Granger Causal Inference in Multivariate Hawkes Processes by Minimum ..."
Katerina Hlavácková-Schindler, Anna Melnykova, Irene Tubikanec (2024)
- Katerina Hlavácková-Schindler, Anna Melnykova, Irene Tubikanec:
Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length. J. Mach. Learn. Res. 25: 133:1-133:26 (2024)
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