Patrick J. Laub / Thomas Taimre / Young Lee
The Elements of Hawkes Processes
- Springer International Publishing
- 2023
- Taschenbuch
- 148 Seiten
- ISBN 9783030846411
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 developments and applications. Part III is devoted to case studies in seismology and finance that connect the core theory and inference methods to practical scenarios. This book is designed primarily for applied probabilists, statisticians,
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