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The Hawkes process – a self-exciting Poisson shot noise model
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Applied Mathematics and Statistics.
2019 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2019. , p. 37
Series
U.U.D.M. project report ; 2019:45
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-396673OAI: oai:DiVA.org:uu-396673DiVA, id: diva2:1368591
Educational program
Master Programme in Mathematics
Supervisors
Examiners
Available from: 2019-11-07 Created: 2019-11-07 Last updated: 2019-11-07Bibliographically approved

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CiteExportLink to record
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