scholarly journals Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions

2019 ◽  
Vol 3 (1) ◽  
pp. 391-412
Author(s):  
Jiancang Zhuang

AbstractThe Hawkes self-exciting model has become one of the most popular point-process models in many research areas in the natural and social sciences because of its capacity for investigating the clustering effect and positive interactions among individual events/particles. This article discusses a general nonparametric framework for the estimation, extensions, and post-estimation diagnostics of Hawkes models, in which we use the kernel functions as the basic smoothing tool.

PLoS ONE ◽  
2021 ◽  
Vol 16 (3) ◽  
pp. e0248437
Author(s):  
Peter Boyd ◽  
James Molyneux

Gun violence and mass shootings are high-profile epidemiological issues facing the United States with questions regarding their contagiousness gaining prevalence in news media. Through the use of nonparametric Hawkes processes, we examine the evidence for the existence of contagiousness within a catalog of mass shootings and highlight the broader benefits of using such nonparametric point process models in modeling the occurrence of such events.


2019 ◽  
Vol 609 ◽  
pp. 239-256 ◽  
Author(s):  
TL Silva ◽  
G Fay ◽  
TA Mooney ◽  
J Robbins ◽  
MT Weinrich ◽  
...  

2013 ◽  
Author(s):  
Ahmed Gamal-Eldin ◽  
Guillaume Charpiat ◽  
Xavier Descombes ◽  
Josiane Zerubia

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