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Self-Exciting Point Process Modeling of Crime

Author

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

Abstract

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
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jasa.2011.ap09546
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    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, arXiv.org.
    4. Emmanuel Bacry & Jean-Francois Muzy, 2014. "Second order statistics characterization of Hawkes processes and non-parametric estimation," Papers 1401.0903, arXiv.org, 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, arXiv.org.
    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, arXiv.org.
    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, arXiv.org.
    17. repec:eee:econom:v:203:y:2018:i:2:p:256-266 is not listed on IDEAS

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