The Elements of Hawkes Processes

Patrick J. Laub (), Young Lee () and Thomas Taimre ()
Additional contact information
Patrick J. Laub: University of Melbourne, Faculty of Business and Economics
Young Lee: Harvard University, Faculty of Arts and Sciences
Thomas Taimre: The University of Queensland, School of Mathematics and Physics

in Springer Books from Springer

Date: 2021
ISBN: 978-3-030-84639-8
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Chapters in this book:

Ch Chapter 1 Introduction

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 10 Code Preliminaries

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 11 Seismology

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 12 Finance

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 2 Background

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 3 Hawkes Process Essentials

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 4 Simulation Methods

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 5 Maximum Likelihood Estimation

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 6 EM Algorithm

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 7 Moment Matching and Interval Censored Inference

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 8 Bayesian Methods

Patrick J. Laub, Young Lee and Thomas Taimre

Ch Chapter 9 Goodness of Fit

Patrick J. Laub, Young Lee and Thomas Taimre

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DOI: 10.1007/978-3-030-84639-8

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