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

DOI10.1007/S10463-019-00715-5MaRDI QIDQ778876zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3576455 (Why is no real title available?)
• An Introduction to the Theory of Point Processes
• Assessment of point process models for earthquake forecasting
• Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
• Modeling and estimation of multi-source clustering in crime and security data
• Modelling Heterogeneous Space–Time Occurrences of Earthquakes and its Residual Analysis
• On Lewis' simulation method for point processes
• Self-exciting point process modeling of crime
• Space-time point-process models for earthquake occurrences
• Spatial and spatio-temporal log-Gaussian Cox processes: extending the geostatistical paradigm
• Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences
• Spatio-temporal point processes: methods and applications
• Spatiotemporal prediction for log-Gaussian Cox processes
• Spectra of some self-exciting and mutually exciting point processes
• Stochastic Declustering of Space-Time Earthquake Occurrences
• Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts

Cited in

(2)

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

Describes a project that uses

Uses Software

• etasFLP
• spatial

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