@article{grangercausalinferenceinmultivariate,
  title = {Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length},
  author = {Katerina Hlavackova-Schindler and Anna Melnykova and Irene Tubikanec},
  year = {2023},
  eprint = {2309.02027},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.02027v2},
}