Hawkes Process Essentials

Patrick J. Laub, Young Lee and Thomas Taimre
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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 3 in The Elements of Hawkes Processes, 2021, pp 15-26 from Springer

Abstract: Abstract With essential background and core concepts outlined in Chap. 2 , we now turn to discussing Hawkes processes, including their useful immigration–birth representation and briefly touching on generalisations.

Date: 2021
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DOI: 10.1007/978-3-030-84639-8_3

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