Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models

DOI10.1007/S10463-019-00715-5OpenAlexW2927149034WikidataQ128094953 ScholiaQ128094953MaRDI QIDQ778876FDOQ778876

Authors: Chenlong Li, Wenjun Wang, Zhan-Jie Song 

Publication date: 20 July 2020

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-019-00715-5

Recommendations

• Bayesian semiparametric intensity estimation for inhomogeneous spatial point processes
• A weighted estimating equation approach for inhomogeneous spatial point processes
• A review of self-exciting spatio-temporal point processes and their applications
• Parameter estimation for inhomogeneous space-time shot-noise Cox point processes
• On consistent nonparametric intensity estimation for inhomogeneous spatial point processes

zbMATH Keywords

expectation-maximization algorithmmaximum likelihoodkernel density estimationspace-time point process models

Mathematics Subject Classification ID

Density estimation (62G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Space-time point-process models for earthquake occurrences
• An Introduction to the Theory of Point Processes
• Self-exciting point process modeling of crime
• Spatio-temporal point processes: methods and applications
• Spectra of some self-exciting and mutually exciting point processes
• Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
• On Lewis' simulation method for point processes
• Title not available (Why is that?)
• Spatiotemporal prediction for log-Gaussian Cox processes
• Modeling and estimation of multi-source clustering in crime and security data
• Stochastic Declustering of Space-Time Earthquake Occurrences
• Modelling Heterogeneous Space–Time Occurrences of Earthquakes and its Residual Analysis
• Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts
• Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences
• Assessment of point process models for earthquake forecasting
• Spatial and spatio-temporal log-Gaussian Cox processes: extending the geostatistical paradigm

Cited In (2)

• Bayesian semiparametric intensity estimation for inhomogeneous spatial point processes
• Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions

Uses Software

• spatial
• etasFLP

This page was built for publication: Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q778876)