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Statistical inference for a partially observed interacting system of Hawkes processes |
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| Institution: | 1. Institut de mathématiques de Toulouse, Université Paul Sabatier, Toulouse, France;2. Laboratoire Modal’X, Université Paris 10, Nanterre, France;3. Laboratoire ISTI, ESME Sudria, Paris, France |
| Abstract: | |
| Keywords: | Multivariate Hawkes processes Point processes Statistical inference Interaction graph Stochastic interacting particles Mean field limit |
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