X-DataInitiative/tick

Derivation of least square loss for hawkes process

HaochenWang1243 opened this issue · 2 comments

HaochenWang1243 commented

Hi. I simply wondered how is the least square loss for HawkesExpKern
Screenshot 2024-09-26 at 11 11 14
derived?

Mbompr commented

Hello,
Among other docuements, this is detailed in https://theses.hal.science/tel-02316143v1/document page 20.
image

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HaochenWang1243 commented

Thank you very much