Semi-parametric Spatio-Temporal Hawkes Process for Modelling Road Accidents in Rome
Author
Abstract
Suggested Citation
DOI: 10.1007/s13253-024-00615-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Andrea Gilardi & Jorge Mateu & Riccardo Borgoni & Robin Lovelace, 2022. "Multivariate hierarchical analysis of car crashes data considering a spatial network lattice," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1150-1177, July.
- Li, Zhongping & Cui, Lirong & Chen, Jianhui, 2018. "Traffic accident modelling via self-exciting point processes," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 312-320.
- Riccardo Borgoni & Andrea Gilardi & Diego Zappa, 2021. "Assessing the Risk of Car Crashes in Road Networks," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 156(2), pages 429-447, August.
- Emmanuel Bacry & Iacopo Mastromatteo & Jean-Franc{c}ois Muzy, 2015. "Hawkes processes in finance," Papers 1502.04592, arXiv.org, revised May 2015.
- 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.
- Jiancang Zhuang, 2006. "Second‐order residual analysis of spatiotemporal point processes and applications in model evaluation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 635-653, September.
- Jiancang Zhuang & Jorge Mateu, 2019. "A semiparametric spatiotemporal Hawkes‐type point process model with periodic background for crime data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 919-942, June.
- Alan G. Hawkes, 2018. "Hawkes processes and their applications to finance: a review," Quantitative Finance, Taylor & Francis Journals, vol. 18(2), pages 193-198, February.
- Veen, Alejandro & Schoenberg, Frederic P., 2008. "Estimation of SpaceTime Branching Process Models in Seismology Using an EMType Algorithm," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 614-624, June.
- Kieran Kalair & Colm Connaughton & Pierfrancesco Alaimo Di Loro, 2021. "A non‐parametric Hawkes process model of primary and secondary accidents on a UK smart motorway," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 80-97, January.
- Chiang, Wen-Hao & Liu, Xueying & Mohler, George, 2022. "Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates," International Journal of Forecasting, Elsevier, vol. 38(2), pages 505-520.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mercuri, Lorenzo & Perchiazzo, Andrea & Rroji, Edit, 2024. "A Hawkes model with CARMA(p,q) intensity," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 1-26.
- Kieran Kalair & Colm Connaughton & Pierfrancesco Alaimo Di Loro, 2021. "A non‐parametric Hawkes process model of primary and secondary accidents on a UK smart motorway," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 80-97, January.
- Angelos Dassios & Hongbiao Zhao, 2017. "A Generalized Contagion Process With An Application To Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-33, February.
- Chenlong Li & Kaiyan Cui, 2024. "Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 76(4), pages 535-578, August.
- Alba Bernabeu & Jiancang Zhuang & Jorge Mateu, 2025. "Spatio-Temporal Hawkes Point Processes: A Review," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 30(1), pages 89-119, March.
- Francesco Serafini & Finn Lindgren & Mark Naylor, 2023. "Approximation of Bayesian Hawkes process with inlabru," Environmetrics, John Wiley & Sons, Ltd., vol. 34(5), August.
- Alec B. M. Van Helsdingen & Tiago A. Marques & Charlotte M. Jones-Todd, 2025. "An Inhomogeneous Weibull–Hawkes Process to Model Underdispersed Acoustic Cues," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 30(1), pages 39-62, March.
- Zhang, Zhehao & Xing, Ruina, 2025. "Multivariate Hawkes process allowing for common shocks," Statistics & Probability Letters, Elsevier, vol. 216(C).
- 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.
- Tomlinson, Matthew F. & Greenwood, David & Mucha-Kruczyński, Marcin, 2024. "2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models," International Journal of Forecasting, Elsevier, vol. 40(1), pages 324-347.
- Baichuan Yuan & Frederic P. Schoenberg & Andrea L. Bertozzi, 2021. "Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1127-1152, December.
- 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.
- Chenlong Li & Zhanjie Song & Wenjun Wang, 2020. "Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 945-967, August.
- Kyungsub Lee, 2024. "Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics," Papers 2401.13890, arXiv.org, revised Mar 2025.
- Nikolaus Graf von Luckner & Rüdiger Kiesel, 2021. "Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process," JRFM, MDPI, vol. 14(4), pages 1-31, April.
- Feng Shi & John Paul Broussard & G. Geoffrey Booth, 2025. "The complex nature of financial market microstructure: the case of a stock market crash," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(1), pages 1-40, January.
- Laurent Lesage & Madalina Deaconu & Antoine Lejay & Jorge Augusto Meira & Geoffrey Nichil & Radu State, 2020. "Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance," Working Papers hal-03040090, HAL.
- Sobin Joseph & Shashi Jain, 2023. "A neural network based model for multi-dimensional nonlinear Hawkes processes," Papers 2303.03073, arXiv.org.
- Simon Clinet & William T. M. Dunsmuir & Gareth W. Peters & Kylie-Anne Richards, 2021. "Asymptotic distribution of the score test for detecting marks in hawkes processes," Statistical Inference for Stochastic Processes, Springer, vol. 24(3), pages 635-668, October.
- Mohammad Masoud Rahimi & Elham Naghizade & Mark Stevenson & Stephan Winter, 2023. "SentiHawkes: a sentiment-aware Hawkes point process to model service quality of public transport using Twitter data," Public Transport, Springer, vol. 15(2), pages 343-376, June.
More about this item
Keywords
Hawkes process; Road accidents; Spatio-temporal; Kernel estimation; Point process; EM algorithm;All these keywords.
Statistics
Access and download statisticsCorrections
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:spr:jagbes:v:30:y:2025:i:1:d:10.1007_s13253-024-00615-z. See general information about how to correct material in RePEc.
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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.