The Elements of Hawkes Processes
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 summar...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2021, 2021
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| Edition: | 1st ed. 2021 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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