Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions
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Publication:2195545
crimeearthquakeETAS modelexpectation-maximization algorithmHawkes processkernel estimatestochastic reconstruction
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Density estimation (62G07) Diagnostics, and linear inference and regression (62J20) Applications of statistics to environmental and related topics (62P12) Applications of statistics to physics (62P35) Seismology (including tsunami modeling), earthquakes (86A15)
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Cites work
- A cluster process representation of a self-exciting process
- A review of self-exciting spatio-temporal point processes and their applications
- A space-time conditional intensity model for invasive meningococcal disease occurrence
- An Introduction to the Theory of Point Processes
- Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
- Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
- Frequency of Separation and of Interlocking of Clusters of Galaxies
- Hawkes model for price and trades high-frequency dynamics
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- Point-process models of social network interactions: Parameter estimation and missing data recovery
- Power-law models for infectious disease spread
- Reducing bias in curve estimation by use of weights.
- Self-exciting point process modeling of crime
- Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models
- Space-time point-process models for earthquake occurrences
- Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences
- Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army
- Spectra of some self-exciting and mutually exciting point processes
- Stochastic Declustering of Space-Time Earthquake Occurrences
Cited in
(21)- Spectral estimation of Hawkes processes from count data
- Statistical inference for the doubly stochastic self-exciting process
- Exact and approximate EM estimation of mutually exciting Hawkes processes
- Efficient EM-variational inference for nonparametric Hawkes process
- Bayesian mitigation of spatial coarsening for a Hawkes model applied to gunfire, wildfire and viral contagion
- Truncated Hawkes point process modeling: system theory and system identification
- Nonparametric Bayesian estimation for multivariate Hawkes processes
- Generalized evolutionary point processes: model specifications and model comparison
- Nonparametric self-exciting models for computer network traffic
- An ephemerally self-exciting point process
- Fifty years later: new directions in Hawkes processes
- Modeling of Spatio-Temporal Hawkes Processes With Randomized Kernels
- Analytic computation of nonparametric Marsan-Lengliné estimates for Hawkes point processes
- FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model
- Adaptive estimation for Hawkes processes; application to genome analysis
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Nonparametric estimation of locally stationary Hawkes processes
- Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
- A Hawkes model with CARMA(p,q) intensity
- A neural network based model for multi-dimensional non-linear Hawkes processes
- Spatio-temporal Hawkes point processes: a review
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