Statistical Science

Comment on “A Review of Self-Exciting Spatiotemporal Point Process and Their Applications” by Alex Reinhart

Yosihiko Ogata

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In my discussion, I would like to comment on our early reactions to Hawkes’ enlightening paper on the self-exciting model; further, I would like to comment on developments of the extended models with some applications.

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Statist. Sci., Volume 33, Number 3 (2018), 319-322.

First available in Project Euclid: 13 August 2018

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Akaike Bayesian Information Criterion (ABIC) Akaike information criterion (AIC) causality analysis conditional intensity function empirical Bayesian method epidemic-type aftershock sequence (ETAS) model hierarchical space-time ETAS (HIST-ETAS) model maximum-likelihood method penalized log-likelihood statistical seismology study of earthquake predictability thinning simulation method


Ogata, Yosihiko. Comment on “A Review of Self-Exciting Spatiotemporal Point Process and Their Applications” by Alex Reinhart. Statist. Sci. 33 (2018), no. 3, 319--322. doi:10.1214/18-STS650.

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See also

  • Main article: A Review of Self-Exciting Spatio-Temporal Point Processes and Their Applications.