@article{JMLR:v25:23-1066,
  author  = {Katerina Hlav{{\'a}}{\v{c}}kov{{\'a}}-Schindler and Anna Melnykova and Irene Tubikanec},
  title   = {Granger Causal Inference in Multivariate Hawkes Processes  by Minimum Message Length},
  journal = {Journal of Machine Learning Research},
  year    = {2024},
  volume  = {25},
  number  = {133},
  pages   = {1--26},
  url     = {http://jmlr.org/papers/v25/23-1066.html}
}