Mixing
Literature concerning Hawkes Processes
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I am looking into an introdoction in Hawkes processes (self-exciting processes). Are there books or lecture notes that explain the math behind it, or a chapter in a more general book? I haven't found anything good so far, so every recommendation is appreciated.
reference-request stochastic-processes book-recommendation
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
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add a comment |
$begingroup$
I am looking into an introdoction in Hawkes processes (self-exciting processes). Are there books or lecture notes that explain the math behind it, or a chapter in a more general book? I haven't found anything good so far, so every recommendation is appreciated.
reference-request stochastic-processes book-recommendation
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
$endgroup$
add a comment |
$begingroup$
I am looking into an introdoction in Hawkes processes (self-exciting processes). Are there books or lecture notes that explain the math behind it, or a chapter in a more general book? I haven't found anything good so far, so every recommendation is appreciated.
reference-request stochastic-processes book-recommendation
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
$endgroup$
I am looking into an introdoction in Hawkes processes (self-exciting processes). Are there books or lecture notes that explain the math behind it, or a chapter in a more general book? I haven't found anything good so far, so every recommendation is appreciated.
reference-request stochastic-processes book-recommendation
reference-request stochastic-processes book-recommendation
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
edited Jan 29 at 9:14
YuiTo Cheng
2,1862937
2,1862937
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
asked Jan 29 at 8:53
Brazilian CérebroBrazilian Cérebro
157112
157112
add a comment |
add a comment |
1 Answer
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Hawkes Processes by Patrick J. Laub, Thomas Taimre, Philip K. Pollett is a short article that introduces Hawkes Processes.
For the more mathematical theory, this can be found in Daley and Vere-Jones' An Introduction to the Theory of Point Processes: Volume I. Note however that they are focused on the general theory of point processes, and they show how this general theory applies to Hawkes processes only in examples.
answered Jan 29 at 23:43
twnlytwnly
1,2011214
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1 Answer
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1 Answer
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active
oldest
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$begingroup$
Hawkes Processes by Patrick J. Laub, Thomas Taimre, Philip K. Pollett is a short article that introduces Hawkes Processes.
For the more mathematical theory, this can be found in Daley and Vere-Jones' An Introduction to the Theory of Point Processes: Volume I. Note however that they are focused on the general theory of point processes, and they show how this general theory applies to Hawkes processes only in examples.
answered Jan 29 at 23:43
twnlytwnly
1,2011214
$endgroup$
add a comment |
$begingroup$
Hawkes Processes by Patrick J. Laub, Thomas Taimre, Philip K. Pollett is a short article that introduces Hawkes Processes.
For the more mathematical theory, this can be found in Daley and Vere-Jones' An Introduction to the Theory of Point Processes: Volume I. Note however that they are focused on the general theory of point processes, and they show how this general theory applies to Hawkes processes only in examples.
answered Jan 29 at 23:43
twnlytwnly
1,2011214
$endgroup$
add a comment |
$begingroup$
Hawkes Processes by Patrick J. Laub, Thomas Taimre, Philip K. Pollett is a short article that introduces Hawkes Processes.
For the more mathematical theory, this can be found in Daley and Vere-Jones' An Introduction to the Theory of Point Processes: Volume I. Note however that they are focused on the general theory of point processes, and they show how this general theory applies to Hawkes processes only in examples.
answered Jan 29 at 23:43
twnlytwnly
1,2011214
$endgroup$
Hawkes Processes by Patrick J. Laub, Thomas Taimre, Philip K. Pollett is a short article that introduces Hawkes Processes.
For the more mathematical theory, this can be found in Daley and Vere-Jones' An Introduction to the Theory of Point Processes: Volume I. Note however that they are focused on the general theory of point processes, and they show how this general theory applies to Hawkes processes only in examples.
answered Jan 29 at 23:43
twnlytwnly
1,2011214
answered Jan 29 at 23:43
twnlytwnly
1,2011214
answered Jan 29 at 23:43
twnlytwnly
1,2011214
answered Jan 29 at 23:43
twnlytwnly
1,2011214
1,2011214
add a comment |
add a comment |
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