Elements of hawkes processes, the
Auteur :
Laub, Patrick J. / Lee, Young / Taimre, Thomas
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030846411
Date de publication :
5 janv. 2023
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.