03473nam 22006615 450 991052008360332120250316212620.09783030846398303084639310.1007/978-3-030-84639-8(MiAaPQ)EBC6840134(Au-PeEL)EBL6840134(CKB)20443694400041(PPN)269153667(DE-He213)978-3-030-84639-8(EXLCZ)992044369440004120220103d2021 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierThe Elements of Hawkes Processes /by Patrick J. Laub, Young Lee, Thomas Taimre1st ed. 2021.Cham :Springer International Publishing :Imprint: Springer,2021.1 online resource (134 pages)Print version: Laub, Patrick J. The Elements of Hawkes Processes Cham : Springer International Publishing AG,c2022 9783030846381 Includes bibliographical references and index.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.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. This book is designed primarily for applied probabilists, statisticians, and machine learners. However, the mathematical prerequisites have been kept to a minimum so that the content will also be of interest to undergraduates in advanced mathematics and statistics, as well as machine learning practitioners. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite. Colour-blind-friendly illustrations are included.StatisticsProbabilitiesStatisticsMachine learningStatistical Theory and MethodsProbability TheoryStatistics in Engineering, Physics, Computer Science, Chemistry and Earth SciencesMachine LearningStatistics.Probabilities.Statistics.Machine learning.Statistical Theory and Methods.Probability Theory.Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.Machine Learning.511.8519.23Laub Patrick J.1074689Taimre Thomas1983-Lee YoungMiAaPQMiAaPQMiAaPQBOOK9910520083603321The elements of Hawkes processes2910303UNINA