The Elements of Hawkes Processes

霍克斯过程的要素

概率论

售   价:
884.00
发货周期:国外库房发货,通常付款后6-8周到货!
出  版 社
出版时间
2023年01月04日
装      帧
平装
ISBN
9783030846411
复制
页      码
133
开      本
9.21 x 6.14 x 0.32
语      种
英文
版      次
1
综合评分
暂无评分
我 要 买
- +
库存 30 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
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, complemented by a selection of recent research developments and applications. Part III is devoted to case studies in seismology and finance that connect the core theory and inference methods to practical scenarios. This book is designed primarily for applied probabilists, statisticians, and machine learners. However, the mathematical prerequisites have been kept to a minimum so that the content will also be of interest to undergraduates in advanced mathematics and statistics, as well as machine learning practitioners. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite. Colour-blind-friendly illustrations are included.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个