The elements of Hawkes processes / Patrick J. Laub, Young Lee, Thomas Taimre.
2021
QA401 .L38 2021
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Can lend chapters, not whole ebooks
Details
Title
The elements of Hawkes processes / Patrick J. Laub, Young Lee, Thomas Taimre.
Author
Laub, Patrick J., author.
ISBN
9783030846398 (electronic bk.)
3030846393 (electronic bk.)
9783030846381
3030846385
3030846393 (electronic bk.)
9783030846381
3030846385
Published
Cham : Springer, [2021]
Copyright
©2021
Language
English
Description
1 online resource : illustrations (chiefly color)
Other Standard Identifiers
10.1007/978-3-030-84639-8 doi
Call Number
QA401 .L38 2021
Dewey Decimal Classification
511/.8
Summary
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, and machine learners. However, the mathematical prerequisites have been kept to a minimum so that the content will also be of interest to undergraduates in advanced mathematics and statistics, as well as machine learning practitioners. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite. Colour-blind-friendly illustrations are included.
Bibliography, etc. Note
Includes bibliographical references.
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Access limited to authorized users.
Digital File Characteristics
text file PDF
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed January 21, 2022).
Added Author
Lee, Young, author.
Taimre, Thomas, 1983- author.
Taimre, Thomas, 1983- author.
Available in Other Form
Print version: 9783030846381
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Table of Contents
Background
Hawes Process Essentials
Simulation Methods
Likelihood Methods
EM Algorithm
Bayesian Methods
Spectral Methods
Goodness of Fit
Traditional Applications
Financial and Actuarial Applications
Biological Applications.
Hawes Process Essentials
Simulation Methods
Likelihood Methods
EM Algorithm
Bayesian Methods
Spectral Methods
Goodness of Fit
Traditional Applications
Financial and Actuarial Applications
Biological Applications.