A review of self-exciting spatio-temporal point processes and their applications (Q1630387): Difference between revisions

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+Properties of residuals for spatial point processes
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+Score, pseudo-score and residual diagnostics for spatial point process models
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+Residual Analysis for Spatial Point Processes (with Discussion)
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+Modelling Financial High Frequency Data Using Point Processes
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+Assessment of point process models for earthquake forecasting
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+Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts
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+Performance of information criteria for selection of Hawkes process models of financial data
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+Spectra of some self-exciting and mutually exciting point processes
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+The EM Algorithm and Extensions, 2E
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+Bayesian inference for Hawkes processes
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+Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
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+A note on the consistent estimation of spatial-temporal point process parameters
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