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The Elements Of Hawkes Processes

by Young Lee, Patrick J. Laub e Thomas Taimre
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language: english
Publisher: Springer Nature Switzerland AG, January of 2022 ‧
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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. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite.

The Elements Of Hawkes Processes

by Young Lee, Patrick J. Laub e Thomas Taimre

Property Description
ISBN: 9783030846381
Publisher: Springer Nature Switzerland AG
Release Date: January of 2022
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 133
Format: Book
Categories: Books in English > Science > Mathematics
EAN: 9783030846381