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  • The Elements of Hawkes Processes

    by Patrick J. Laub, Young Lee, Thomas Taimre ...
    Series series Mathematics and Statistics (R0)
    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, ... Read more

    $107.99 USD