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August 2018 Comment on “A Review of Self-Exciting Spatiotemporal Point Process and Their Applications” by Alex Reinhart
Yosihiko Ogata
Statist. Sci. 33(3): 319-322 (August 2018). DOI: 10.1214/18-STS650

Abstract

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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Yosihiko Ogata. "Comment on “A Review of Self-Exciting Spatiotemporal Point Process and Their Applications” by Alex Reinhart." Statist. Sci. 33 (3) 319 - 322, August 2018. https://doi.org/10.1214/18-STS650

Information

Published: August 2018
First available in Project Euclid: 13 August 2018

zbMATH: 06991119
MathSciNet: MR3843375
Digital Object Identifier: 10.1214/18-STS650

Keywords: 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

Rights: Copyright © 2018 Institute of Mathematical Statistics

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Vol.33 • No. 3 • August 2018
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