Hi!! I'm new to the Hawkes process and I can't seem to find an example of the real world data in the tick document. I can only see that you give certain parameters and simulate a series of data, then based on the simulated data, the tool infers the parameters of the process.
I will be appreciated if you can fill me with the input data form and how to estimate the parameters based on it. Thanks!
Hi!! I'm new to the Hawkes process and I can't seem to find an example of the real world data in the tick document. I can only see that you give certain parameters and simulate a series of data, then based on the simulated data, the tool infers the parameters of the process. I will be appreciated if you can fill me with the input data form and how to estimate the parameters based on it. Thanks!