Testing procedures based on maximum likelihood estimation for Marked Hawkes processes
基于极大似然估计的带标记 Hawkes 过程检验方法
The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked Hawkes process incorporates multiple interacting event types and additional marks, enhancing its capability to model complex dependencies in multivariate time series data. However, increasing the complexity of the model also increases the computational cost of the associated estimation methods and…