Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Derivation of least square loss for hawkes process #522

Closed
HaochenWang1243 opened this issue Sep 26, 2024 · 2 comments
Closed

Derivation of least square loss for hawkes process #522

HaochenWang1243 opened this issue Sep 26, 2024 · 2 comments

Comments

@HaochenWang1243
Copy link

HaochenWang1243 commented Sep 26, 2024 •
edited
Loading

Hi. I simply wondered how is the least square loss for HawkesExpKern
Screenshot 2024-09-26 at 11 11 14
derived?
@HaochenWang1243 HaochenWang1243 changed the title Error when trying to use likelihood as goodness-of-fit Derivation of least square loss for hawkes process Sep 26, 2024
@Mbompr
Copy link
Contributor

Mbompr commented Sep 28, 2024

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

@HaochenWang1243
Copy link
Author

Thank you very much

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@Mbompr @HaochenWang1243