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The Elements of Hawkes Processes Patrick J. Laub 2021 edition
The Elements of Hawkes Processes
Patrick J. Laub
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.
133 pages, 30 Tables, color; 119 Illustrations, color; 2 Illustrations, black and white; XIV, 133 p.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 4, 2022 |
| ISBN13 | 9783030846381 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 133 |
| Dimensions | 150 × 220 × 20 mm · 385 g |
| Language | German |