Code Preliminaries

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

Chapter Chapter 10 in The Elements of Hawkes Processes, 2021, pp 87-100 from Springer

Abstract: Abstract Before starting the data analysis, let us create some basic Python code to implement some of the fundamental Hawkes process functions discussed in earlier chapters. As variable names in Python can include Unicode characters (since version 3), we use variable names which are as close as possible to their equivalent mathematical notation. The full version of the code is available online as the Python package hawkesbook.

Date: 2021
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DOI: 10.1007/978-3-030-84639-8_10

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