Analytic computation of nonparametric Marsan-Lengliné estimates for Hawkes point processes

DOI10.1080/10485252.2018.1475663zbMATH Open1402.62222OpenAlexW2805365005WikidataQ64144355 ScholiaQ64144355MaRDI QIDQ5375955FDOQ5375955

Authors: Frederic Paik Schoenberg, Joshua Seth Gordon, Ryan J. Harrigan 

Publication date: 17 September 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1475663

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zbMATH Keywords

Hawkes processearthquakesplagueself-exciting point processtriggering functionepidemic disease modeling

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to environmental and related topics (62P12)

Cites Work

• Space-time point-process models for earthquake occurrences
• An Introduction to the Theory of Point Processes
• A space-time conditional intensity model for invasive meningococcal disease occurrence
• Title not available (Why is that?)
• Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
• An introduction to the theory of point processes
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes
• Application of branching models in the study of invasive species
• Contact network epidemiology: Bond percolation applied to infectious disease prediction and control
• Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
• A note on the consistent estimation of spatial-temporal point process parameters

Cited In (5)

• Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
• Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences
• Fifty years later: new directions in Hawkes processes
• Nonparametric estimation of variable productivity Hawkes processes
• Accelerating the estimation of renewal Hawkes self-exciting point processes

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