The Elements of Hawkes Processes (Bog, Hardback, Engelsk) af Patrick J. Laub

The Elements of Hawkes Processes

(Bog, Hardback, Engelsk)
Forfattere: Patrick J. Laub, Young Lee, Thomas Taimre



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Beskrivelse

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.

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Alle detaljer

Forlag Springer Nature Switzerland AG
Forfattere Patrick J. Laub, Young Lee, Thomas Taimre
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2021 ed.
Udgivelsesdato 04-01-2022
Første udgivelsesår 2022
Illustrationer 119 Illustrations, color; 2 Illustrations, black and white; XIV, 133 p. 121 illus., 119 illus. in color.
Originalsprog Switzerland
Sideantal 133
Indbinding Hardback
Forlag Springer Nature Switzerland AG
Sideoplysninger 133 pages, 119 Illustrations, color; 2 Illustrations, black and white; XIV, 133 p. 121 illus., 119 i
Mål 235 x 155
ISBN-13 / EAN-13 9783030846381