Second order analysis for spatial Hawkes processes

Jesper Møller, Giovanni Luca Torrisi

Research output: Book/ReportReportResearch

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Abstract

We derive summary statistics for stationary Hawkes processes which can be considered as spatial versions of classical Hawkes processes. Particularly, we derive the intensity, the pair correlation function and the Bartlett spectrum. Our results for Gaussian fertility rates and the extension to marked Hawkes processes are discussed.
Original languageEnglish
Place of PublicationDept. of Mathematical Sciences
PublisherAalborg Universitetsforlag
Number of pages18
Publication statusPublished - 2005
SeriesResearch Report Series
NumberR-2005-20
ISSN1399-2503

Keywords

  • Bartlett spectrum
  • Pair correlation function
  • Summary statistics

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