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Hawkes Process Essentials

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The Elements of Hawkes Processes

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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.

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Author information

Authors and Affiliations

  1. Faculty of Business and Economics, University of Melbourne, Melbourne, VIC, Australia

    Patrick J. Laub

  2. Faculty of Arts and Sciences, Harvard University, Cambridge, MA, USA

    Young Lee

  3. School of Mathematics and Physics, The University of Queensland, Brisbane, QLD, Australia

    Thomas Taimre

Authors
  1. Patrick J. Laub
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  2. Young Lee
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  3. Thomas Taimre
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Laub, P.J., Lee, Y., Taimre, T. (2021). Hawkes Process Essentials. In: The Elements of Hawkes Processes. Springer, Cham. https://doi.org/10.1007/978-3-030-84639-8_3

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