Search Results for author: Leif Hanlen

Found 1 papers, 0 papers with code

Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays

no code implementations13 Mar 2018 Kar Wai Lim, Young Lee, Leif Hanlen, Hongbiao Zhao

We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes.

Point Processes

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