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The Elements of Hawkes Processes

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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. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783030846381
  • Indbinding:
  • Hardback
  • Sideantal:
  • 133
  • Udgivet:
  • 4. januar 2022
  • Udgave:
  • 12021
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 388 g.
  • 8-11 hverdage.
  • 9. december 2024

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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. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite.

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