An instrumental variable method for point processes: generalized Wald estimation based on deconvolution
点过程的工具变量方法:基于反卷积的广义 Wald 估计
Summary Point processes are probabilistic tools for modelling event data. While there exists a fast-growing literature on the relationships between point processes, how such relationships connect to causal effects remains unexplored. In the presence of unmeasured confounders, parameters from point process models do not necessarily have causal interpretations. We propose an instrumental variable method for causal inference with point process treatment and outcome. We define…