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Uncovering Causality from Multivariate Hawkes Integrated Cumulants.
Massil Achab
Emmanuel Bacry
Stéphane Gaïffas
Iacopo Mastromatteo
Jean-François Muzy
Published in:
J. Mach. Learn. Res. (2017)
Keyphrases
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real world
regression model
similarity measure
multivariate data
fourth order
data sets
information systems
data mining applications
higher order statistics