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The elements of Hawkes processes
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Laub, Patrick J.
The elements of Hawkes processes
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
The elements of Hawkes processesby Patrick J. Laub, Young Lee, Thomas Taimre.
作者:
Laub, Patrick J.
其他作者:
Lee, Young.
出版者:
Cham :Springer International Publishing :2021.
面頁冊數:
xiv, 133 p. :ill. (chiefly col.), digital ;24 cm.
Contained By:
Springer Nature eBook
標題:
Mathematical models.
電子資源:
https://doi.org/10.1007/978-3-030-84639-8
ISBN:
9783030846398$q(electronic bk.)
The elements of Hawkes processes
Laub, Patrick J.
The elements of Hawkes processes
[electronic resource] /by Patrick J. Laub, Young Lee, Thomas Taimre. - Cham :Springer International Publishing :2021. - xiv, 133 p. :ill. (chiefly col.), digital ;24 cm.
Background -- Hawes Process Essentials -- Simulation Methods -- Likelihood Methods -- EM Algorithm -- Bayesian Methods -- Spectral Methods -- Goodness of Fit -- Traditional Applications -- Financial and Actuarial Applications -- Biological Applications.
Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few. This book presents a selective coverage of the core and recent topics in the broad field of Hawkes processes. It consists of three parts. Parts I and II summarise and provide an overview of core theory (including key simulation methods) and inference methods, complemented by a selection of recent research developments and applications. Part III is devoted to case studies in seismology and finance that connect the core theory and inference methods to practical scenarios. This book is designed primarily for applied probabilists, statisticians, and machine learners. However, the mathematical prerequisites have been kept to a minimum so that the content will also be of interest to undergraduates in advanced mathematics and statistics, as well as machine learning practitioners. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite. Colour-blind-friendly illustrations are included.
ISBN: 9783030846398$q(electronic bk.)
Standard No.: 10.1007/978-3-030-84639-8doiSubjects--Topical Terms:
182479
Mathematical models.
LC Class. No.: QA401 / .L38 2021
Dewey Class. No.: 511.8
The elements of Hawkes processes
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