hawkeslib

hawkeslib, Python library for fast parameter estimation in vanilla Hawkes process models.

Contents:

• Introduction
  • About hawkeslib
  • Installation
  • Getting Started
• Tutorial: Hawkes Processes
  • Some Background
  • Temporal Point Processes
  • Poisson Process
  • Self-exciting Processes
  • Hawkes Processes
• Example: Modeling Seismic Activity
  • Estimating Hawkes process parameters
  • Bayesian inference
• API Reference
  • Univariate Hawkes Processes
  • Multivariate Hawkes Processes
  • Poisson Processes

Indices and tables

• Index
• Module Index
• Search Page