emhawkes - Exponential Multivariate Hawkes Model

Simulate and fit multivariate Hawkes models with exponential kernels, introduced by Hawkes (1971) <doi:10.2307/2334319>. Includes marked, state-dependent, and multi-kernel specifications. Parameter estimation uses maximum likelihood, following Ozaki (1979) <doi:10.1007/BF02480272>, through the optional 'maxLik' package or the optimization functions supplied with R.