Parametric PowerLaw Kernel Estimation

X-DataInitiative / tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

https://x-datainitiative.github.io/tick/

BSD 3-Clause "New" or "Revised" License

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Parametric PowerLaw Kernel Estimation #432

Open MojtabaHayati opened 4 years ago

MojtabaHayati commented 4 years ago

Hi, Can Tick package estimate powerlaw multidimentinal hawkes process kernels parametrically? is there any other package or code that can do that?

kakarun commented 4 years ago

Hi,

I also have the same question about parametric estimation of Hawkes process with power law kernel. Does anyone have any ideas or know any paper/package deal with this issue?