Self-exciting point process modelling of crimes on linear networks

被引:9
作者
D'Angelo, Nicoletta [1 ]
Payares, David [2 ]
Adelfio, Giada [1 ]
Mateu, Jorge [3 ]
机构
[1] Univ Palermo, Dept Econ Business & Stat, Sicily, Italy
[2] Univ Twente, Dept Earth Observat Sci, Overijssel, Netherlands
[3] Univ Jaume 1, Dept Math, Valencian Community, Spain
关键词
covariates; crime data; Hawkes processes; linear networks; self-exciting point processes; spatio-temporal point processes; KERNEL DENSITY-ESTIMATION; 2ND-ORDER ANALYSIS; RESIDUAL ANALYSIS; PATTERNS; INTENSITY; SPECTRA; GRAPHS;
D O I
10.1177/1471082X221094146
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 model can be easily adapted to multi-type processes. Our network model outperforms a planar version, improving the fitting of the self-exciting point process model.
引用
收藏
页码:139 / 168
页数:30
相关论文
共 50 条
[31]   Asymptotic results for a class of Markovian self-exciting processes [J].
Youngsoo Seol .
Journal of Inequalities and Applications, 2023
[32]   Clustering Then Estimation of Spatio-Temporal Self-Exciting Processes [J].
Zhang, Haoting ;
Zhan, Donglin ;
Anderson, James ;
Righter, Rhonda ;
Zheng, Zeyu .
INFORMS JOURNAL ON COMPUTING, 2024,
[33]   A self-exciting modeling framework for forward prices in power markets [J].
Callegaro, Giorgia ;
Mazzoran, Andrea ;
Sgarra, Carlo .
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2022, 38 (01) :27-48
[34]   On the nonparametric inference of coefficients of self-exciting jump-diffusion [J].
Amorino, Chiara ;
Dion-Blanc, Charlotte ;
Gloter, Arnaud ;
Lemler, Sarah .
ELECTRONIC JOURNAL OF STATISTICS, 2022, 16 (01) :3212-3277
[35]   Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks [J].
Ceci, C. ;
Cretarola, A. .
QUANTITATIVE FINANCE, 2025,
[36]   On the use and misuse of time-rescaling to assess the goodness-of-fit of self-exciting temporal point processes [J].
El-Aroui, M. A. .
JOURNAL OF APPLIED STATISTICS, 2025,
[37]   Limit theorems for Cox-Ingersoll-Ross process with externally and self-exciting jumps and application to finance [J].
Pandey, Shamiksha ;
Selvamuthu, Dharmaraja .
STOCHASTICS AND DYNAMICS, 2025, 25 (03N04)
[38]   Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging [J].
Gonzato, Luca ;
Sgarra, Carlo .
ENERGY ECONOMICS, 2021, 99
[39]   Affine Heston model style with self-exciting jumps and long memory [J].
Leunga, Charles Guy Njike ;
Hainaut, Donatien .
ANNALS OF FINANCE, 2024, 20 (01) :1-43
[40]   Anytime Information Cascade Popularity Prediction via Self-Exciting Processes [J].
Zhang, Xi ;
Aravamudan, Akshay ;
Anagnostopoulos, Georgios C. .
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 162, 2022,