Elements of Hawkes Processes

Discover the essential concepts of stochastic processes with Elements of Hawkes Processes by Patrick J. Laub. Published by Springer Nature Switzerland AG in 2023, this comprehensive paperback spans 133 pages and delves into the intricate world of Hawkes processes. The book is structured into two main parts, offering a thorough overview of core theories, including key simulation techniques and inference methods. Additionally, it highlights recent research developments and practical applications in the field.

To fully grasp the content, readers are encouraged to have prior knowledge of matrix theory and basic probability concepts, including Poisson processes. This engaging resource is perfect for students, researchers, and professionals looking to deepen their understanding of Hawkes processes and their significance in various applications. Enhance your knowledge today with this indispensable guide!