The Elements of Hawkes Processes

by Young Lee, Thomas Taimre, Patrick J. Laub

Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few. This book presents a selective coverage of the core and recent topics in the broad field of Hawkes processes. It consists of three parts. Parts I and II summarise and provide an overview of core theory (including key simulation methods) and inference methods, complemented by a selection of recent research...

• Format: Hardcover
• Language: English
• ISBN: 3030846385
• ISBN13: 9783030846381
• Release Date: January 2022
• Publisher: Springer
• Length: 133 Pages
• Weight: 0.85 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"