The Elements of Hawkes Processes

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Éditeur :

Springer


Paru le : 2022-01-03

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Description

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. 

Pages
133 pages
Collection
n.c
Parution
2022-01-03
Marque
Springer
EAN papier
9783030846381
EAN PDF
9783030846398

Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
3420 Ko
Prix
116,04 €
EAN EPUB
9783030846398

Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
14060 Ko
Prix
116,04 €

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