Corpus ID: 55688480

An Inaugural Dissertation

@inproceedings{Lent2017AnID,
  title={An Inaugural Dissertation},
  author={Adolph C Lent and James M. Swords and Thomas Swords},
  year={2017}
}
A task in statistics is to find meaningful associations or dependencies between multivariate random variables or in multivariate, time-dependent stochastic processes. Hawkes (1971) introduced the powerful multivariate point process model of mutually exciting processes (Hawkes model) to explain causal structure in data. Therefore, we discuss several causality concepts and show that causal structure is fully encoded in the corresponding Hawkes kernels. Hence, for causal inference and for… Expand
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