@article{JMLR:v21:15-114,
  author  = {Emmanuel Bacry and Martin Bompaire and Stéphane Gaïffas and Jean-Francois Muzy},
  title   = {Sparse and low-rank multivariate Hawkes processes},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {50},
  pages   = {1--32},
  url     = {http://jmlr.org/papers/v21/15-114.html}
}