IDEAS home Printed from
   My bibliography  Save this article

Self-Exciting Point Process Modeling of Crime


  • Mohler, G. O.
  • Short, M. B.
  • Brantingham, P. J.
  • Schoenberg, F. P.
  • Tita, G. E.


No abstract is available for this item.

Suggested Citation

  • Mohler, G. O. & Short, M. B. & Brantingham, P. J. & Schoenberg, F. P. & Tita, G. E., 2011. "Self-Exciting Point Process Modeling of Crime," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 100-108.
  • Handle: RePEc:bes:jnlasa:v:106:i:493:y:2011:p:100-108

    Download full text from publisher

    File URL:
    File Function: full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. repec:eee:csdana:v:123:y:2018:i:c:p:131-145 is not listed on IDEAS
    2. repec:bla:jtsera:v:38:y:2017:i:2:p:225-242 is not listed on IDEAS
    3. Emmanuel Bacry & Thibault Jaisson & Jean-Francois Muzy, 2014. "Estimation of slowly decreasing Hawkes kernels: Application to high frequency order book modelling," Papers 1412.7096,
    4. Emmanuel Bacry & Jean-Francois Muzy, 2014. "Second order statistics characterization of Hawkes processes and non-parametric estimation," Papers 1401.0903,, revised Feb 2015.
    5. Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
    6. Amanda S. Hering & Sean Bair, 2014. "Characterizing spatial and chronological target selection of serial offenders," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(1), pages 123-140, January.
    7. Mohler, George, 2014. "Marked point process hotspot maps for homicide and gun crime prediction in Chicago," International Journal of Forecasting, Elsevier, vol. 30(3), pages 491-497.
    8. Dassios, Angelos & Zhao, Hongbiao, 2017. "A generalised contagion process with an application to credit risk," LSE Research Online Documents on Economics 68558, London School of Economics and Political Science, LSE Library.
    9. Thibault Jaisson & Mathieu Rosenbaum, 2015. "Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes," Papers 1504.03100,
    10. repec:eee:spapps:v:127:y:2017:i:12:p:3870-3912 is not listed on IDEAS
    11. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    12. repec:wsi:ijitdm:v:16:y:2017:i:05:n:s0219622017500250 is not listed on IDEAS
    13. Sebastian Meyer & Johannes Elias & Michael Höhle, 2012. "A Space–Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence," Biometrics, The International Biometric Society, vol. 68(2), pages 607-616, June.
    14. Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A., 2015. "Modeling financial contagion using mutually exciting jump processes," Journal of Financial Economics, Elsevier, vol. 117(3), pages 585-606.
    15. Samuel N. Cohen & Robert J. Elliott, 2013. "Filters and smoothers for self-exciting Markov modulated counting processes," Papers 1311.6257,
    16. E. Bacry & K. Dayri & J. F. Muzy, 2011. "Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data," Papers 1112.1838,
    17. repec:eee:econom:v:203:y:2018:i:2:p:256-266 is not listed on IDEAS

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:106:i:493:y:2011:p:100-108. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.