@article{JMLR:v18:17-284,
  author  = {Massil Achab and Emmanuel Bacry and St{{\'e}}phane Ga{{\"i}}ffas and Iacopo Mastromatteo and Jean-Fran{\c{c}}ois Muzy},
  title   = {Uncovering Causality from Multivariate Hawkes Integrated Cumulants},
  journal = {Journal of Machine Learning Research},
  year    = {2018},
  volume  = {18},
  number  = {192},
  pages   = {1--28},
  url     = {http://jmlr.org/papers/v18/17-284.html}
}