Rejoinder: A Review of Self-Exciting Spatio-Temporal Point Processes and Their Applications

被引:5
作者
Reinhart, Alex [1 ]
机构
[1] Carnegie Mellon Univ, Dept Stat & Data Sci, 5000 Forbes Ave, Pittsburgh, PA 15213 USA
关键词
MODEL;
D O I
10.1214/18-STS654
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
Self-exciting spatio-temporal point process models predict the rate of events as a function of space, time, and the previous history of events. These models naturally capture triggering and clustering behavior, and have been widely used in fields where spatio-temporal clustering of events is observed, such as earthquake modeling, infectious disease, and crime. In the past several decades, advances have been made in estimation, inference, simulation, and diagnostic tools for self-exciting point process models. In this review, I describe the basic theory, survey related estimation and inference techniques from each field, highlight several key applications, and suggest directions for future research.
引用
收藏
页码:330 / 333
页数:4
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