Exponential Multivariate Hawkes Model. Simulate and fitting exponential multivariate Hawkes model. This package simulates a multivariate Hawkes model, introduced by Hawkes (1971) <doi:10.2307/2334319>, with an exponential kernel and fits the parameters from the data. Models with the constant parameters, as well as complex dependent struc
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curl https://depscope.dev/api/check/cran/emhawkesFirst published · 2025-08-26 04:53:34
Last updated · 2025-08-26T03:20:11+00:00