Young Lee, Kar Wai Lim, Cheng Soon Ong
Hawkes Processes with Stochastic Excitations
ICML, 2016.
@inproceedings{ICML-2016-LeeLO, author = "Young Lee and Kar Wai Lim and Cheng Soon Ong", booktitle = "{Proceedings of the 33rd International Conference on Machine Learning}", ee = "http://proceedings.mlr.press/v48/leea16.html", pages = "79--88", publisher = "{JMLR.org}", title = "{Hawkes Processes with Stochastic Excitations}", year = 2016, }