The Elements of Hawkes Processes
The Elements of Hawkes Processes
English | 2021 | ISBN: 3030846385 | 147 Pages | PDF EPUB | 16 MB
English | 2021 | ISBN: 3030846385 | 147 Pages | PDF EPUB | 16 MB
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 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. Part III is devoted to case studies in seismology and finance that connect the core theory and inference methods to practical scenarios.