Zobrazeno 1 - 10
of 33
pro vyhledávání: '"nonpositive kernels"'
Autor:
Emmanuel Bacry, Jean-François Muzy
Publikováno v:
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2016, 62 (4), pp.2184-2202. ⟨10.1109/TIT.2016.2533397⟩
IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2016, 62 (4), pp.2184-2202. ⟨10.1109/TIT.2016.2533397⟩
We show that the jumps correlation matrix of a multivariate Hawkes process is related to the Hawkes kernel matrix through a system of Wiener–Hopf integral equations. A Wiener–Hopf argument allows one to prove that this system (in which the kernel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24e5dd904904b4f1b03f73b1c4159e08
https://doi.org/10.1109/tit.2016.2533397
https://doi.org/10.1109/tit.2016.2533397
Autor:
Aulisa, Eugenio1 (AUTHOR), Capodaglio, Giacomo2 (AUTHOR) gcapodaglio@lanl.gov, Chierici, Andrea3 (AUTHOR), D'Elia, Marta4 (AUTHOR)
Publikováno v:
Numerical Methods for Partial Differential Equations. Nov2022, Vol. 38 Issue 6, p1767-1793. 27p.
Publikováno v:
Integral Equations & Operator Theory; Jun2024, Vol. 96 Issue 2, p1-31, 31p
Autor:
Schleif, Frank-Michael1 schleif@cs.bham.ac.uk, Tino, Peter1 P.Tino@bham.ac.uk
Publikováno v:
Neural Computation. 2015, Vol. 27 Issue 10, p2039-2096. 58p. 5 Diagrams, 5 Charts, 10 Graphs.
Autor:
Cygan, Szymon
Publikováno v:
Mathematical Methods in the Applied Sciences; Sep2021, Vol. 44 Issue 13, p10804-10822, 19p
Publikováno v:
IEEE Transactions on Neural Networks and Learning Systems; October 2012, Vol. 23 Issue: 10 p1624-1636, 13p
Publikováno v:
Mathematical Models & Methods in Applied Sciences; Jul2021, Vol. 31 Issue 8, p1505-1567, 63p
Autor:
Gerfo, L. Lo (AUTHOR) logerfo@disi.unige.it, Rosasco, L. (AUTHOR) rosasco@disi.unige.it, Odone, F.1 (AUTHOR) odone@disi.unige.it, De Vito, E.2 (AUTHOR) devito@dima.unige.it, Verri, A.1 (AUTHOR) verri@disi.unige.it
Publikováno v:
Neural Computation. Jul2008, Vol. 20 Issue 7, p1873-1897. 25p. 5 Charts, 3 Graphs.
On convergence of kernel estimators of density with variable window width by dependent observations.
Autor:
Dobrovidov, A. V.1
Publikováno v:
Automation & Remote Control. Sep2007, Vol. 68 Issue 9, p1575-1582. 8p. 2 Graphs.
Publikováno v:
IEEE Transactions on Neural Networks & Learning Systems; Sep2020, Vol. 31 Issue 9, p3512-3524, 13p