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

DOI10.1080/10485252.2018.1475663MaRDI QIDQ5375955zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3378360 (Why is no real title available?)
• A note on the consistent estimation of spatial-temporal point process parameters
• A space-time conditional intensity model for invasive meningococcal disease occurrence
• An Introduction to the Theory of Point Processes
• An introduction to the theory of point processes
• Application of branching models in the study of invasive species
• Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
• Contact network epidemiology: Bond percolation applied to infectious disease prediction and control
• Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
• Space-time point-process models for earthquake occurrences
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes

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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