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how to estimate the hawkes parameters with real world data? #500

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viviananana opened this issue Dec 8, 2022 · 0 comments
Open

how to estimate the hawkes parameters with real world data? #500

viviananana opened this issue Dec 8, 2022 · 0 comments

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@viviananana
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viviananana commented Dec 8, 2022 •
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Hi!! I'm new to the Hawkes process and I can't seem to find an example of the real world data in the tick document. I can only see that you give certain parameters and simulate a series of data, then based on the simulated data, the tool infers the parameters of the process.
I will be appreciated if you can fill me with the input data form and how to estimate the parameters based on it. Thanks!
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