Log d observation time is sufficient and necessary to exactly recover the latent network for sparse weak-interaction stationary Hawkes processes.
Maximum likelihood estimation of Hawkes’ self-exciting point processes.Annals of the Institute of Statistical Mathematics, 31(1):145–155
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2026 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
On Observation Time for Recovering Latent Hawkes Networks
Log d observation time is sufficient and necessary to exactly recover the latent network for sparse weak-interaction stationary Hawkes processes.