Search results for "self-exciting point processes"

showing 1 items of 1 documents

Self-exciting point process modelling of crimes on linear networks

2022

Although there are recent developments for the analysis of first and second-order characteristics of point processes on networks, there are very few attempts in introducing models for network data. Motivated by the analysis of crime data in Bucaramanga (Colombia), we propose a spatiotemporal Hawkes point process model adapted to events living on linear networks. We first consider a non-parametric modelling strategy, for which we follow a non-parametric estimation of both the background and the triggering components. Then we consider a semi-parametric version, including a parametric estimation of the background based on covariates, and a non-parametric one of the triggering effects. Our mode…

Statistics and Probability22/3 OA procedureHawkes processeCovariatecrime datacovariatesself-exciting point processesSelf-exciting point processeSpatio-temporal point processesITC-ISI-JOURNAL-ARTICLELinear networklinear networksspatio-temporal point processesCrime dataStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaHawkes processesStatistical modelling
researchProduct