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The Elements of Hawkes Processes Patrick J. Laub 2021 edition
The Elements of Hawkes Processes
Patrick J. Laub
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.
133 pages, 30 Tables, color; 119 Illustrations, color; 2 Illustrations, black and white; XIV, 133 p.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 4 de enero de 2022 |
| ISBN13 | 9783030846381 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 133 |
| Dimensiones | 150 × 220 × 20 mm · 385 g |
| Lengua | Alemán |