Introduces variable-length-memory Hawkes processes, proves their existence, and develops a likelihood maximization procedure for inference on both classical and variable-memory dynamics, validated on synthetic and neuronal datasets.
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Hawkes Processes with Variable Length Memory: Existence, Inference and Application to Neuronal Activity
Introduces variable-length-memory Hawkes processes, proves their existence, and develops a likelihood maximization procedure for inference on both classical and variable-memory dynamics, validated on synthetic and neuronal datasets.