| Dewey Class |
519.5 |
| Title |
The Elements of Hawkes Processes ([EBook] /) / by Patrick J. Laub, Young Lee, Thomas Taimre. |
| Author |
Laub, Patrick J. |
| Added Personal Name |
Lee, Young |
| Taimre, Thomas |
| Other name(s) |
SpringerLink (Online service) |
| Edition statement |
1st ed. 2021. |
| Publication |
Cham : : Springer International Publishing : : Imprint: Springer, , 2021. |
| Physical Details |
XIV, 133 p. 121 illus., 119 illus. in color. : online resource. |
| ISBN |
9783030846398 |
| Summary Note |
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.: |
| Contents note |
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. |
| Mode of acces to digital resource |
Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
https://doi.org/10.1007/978-3-030-84639-8 |
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