Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart

DOI10.1214/18-STS650MaRDI QIDQ1630388zbMATH OpenOpenAlexFDO

Authors Yosihiko Ogata

Publication date 10 December 2018

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ss/1534147222

zbMATH Keywords

Akaike Bayesian information criterion (ABIC)causality analysisconditional intensity functionempirical Bayesian methodepidemic-type aftershock sequence (ETAS) modelmaximum-likelihood methodpenalized log-likelihoodstatistical seismologystudy of earthquake predictability

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to environmental and related topics (62P12)

Recommendations

• Comment on ``A review of self-exciting spatio-temporal point process and their applications by Alex Reinhart
• Rejoinder on: ``A review of self-exciting spatio-temporal point processes and their applications
• Self-exciting point processes: infections and implementations
• A review of self-exciting spatio-temporal point processes and their applications
• An extension of Hawkes processes with ephemeral nearest effects

Cites work

• A prospect of earthquake prediction research
• A Rapidly Convergent Descent Method for Minimization
• scientific article; zbMATH DE number 3934285 (Why is no real title available?)
• scientific article; zbMATH DE number 3738710 (Why is no real title available?)
• scientific article; zbMATH DE number 3782254 (Why is no real title available?)
• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• scientific article; zbMATH DE number 3319355 (Why is no real title available?)
• scientific article; zbMATH DE number 3070807 (Why is no real title available?)
• Maximum likelihood estimation of Hawkes' self-exciting point processes
• Nonparametric Roughness Penalties for Probability Densities
• Nonstationary ETAS models for nonstandard earthquakes
• On Lewis' simulation method for point processes
• Regular point processes and their detection
• Selected papers of Hirotugu Akaike
• Simulation of nonhomogeneous poisson processes by thinning
• The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process

Cited in

(5)

• A review of self-exciting spatio-temporal point processes and their applications
• Comment on ``A review of self-exciting spatio-temporal point process and their applications by Alex Reinhart
• Comment on ``A review of self-exciting spatio-temporal point processes and their applications by Alex Reinhart
• Self-exciting point processes: infections and implementations
• Rejoinder on: ``A review of self-exciting spatio-temporal point processes and their applications

This page was built for publication: Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1630388)