The Elements of Hawkes Processes /

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 summar...

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Bibliographic Details
Main Authors:	Laub, Patrick J. (Author), Lee, Young (Author), Taimre, Thomas (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:	1st ed. 2021.
Subjects:	Statistics . Probabilities. Machine learning. Statistical Theory and Methods. Probability Theory. Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences. Machine Learning. Electronic books.
Online Access:	Connect to the full text of this electronic book

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.