Estimation of Hawkes Processes from Binned Observations. Implements an estimation method for Hawkes processes when count data are only observed in discrete time, using a spectral approach derived from the Bartlett spectrum, see Cheysson and Lang (2020) <arXiv:2003.04314>. Some general use functions for Hawkes processes are also included: simulation of (in
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Last updated · 2024-01-12T12:30:13+00:00