Rejoinder on: ``A review of self-exciting spatio-temporal point processes and their applications

DOI10.1214/18-STS654zbMath1403.62122OpenAlexW2887164018WikidataQ129406893 ScholiaQ129406893MaRDI QIDQ1630393

Alex Reinhart

Publication date: 10 December 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1534147226

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

A Markov modulated dynamic contagion process with application to credit risk ⋮ Pricing power exchange options with Hawkes jump diffusion processes ⋮ Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction

Cites Work

• Nearly assumptionless screening for the mutually-exciting multivariate Hawkes process
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
• Second-Order Residual Analysis of Spatiotemporal Point Processes and Applications in Model Evaluation
• Unnamed Item

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