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Point Processes on Directed Linear Networks

Author

Listed:
  • Jakob G. Rasmussen

    (Aalborg University)

  • Heidi S. Christensen

    (Aalborg University)

Abstract

In this paper we consider point processes specified on directed linear networks, i.e. linear networks with associated directions. We adapt the so-called conditional intensity function used for specifying point processes on the time line to the setting of directed linear networks. For models specified by such a conditional intensity function, we derive an explicit expression for the likelihood function, specify two simulation algorithms (the inverse method and Ogata’s modified thinning algorithm), and consider methods for model checking through the use of residuals. We also extend the results and methods to the case of a marked point process on a directed linear network. Furthermore, we consider specific classes of point process models on directed linear networks (Poisson processes, Hawkes processes, non-linear Hawkes processes, self-correcting processes, and marked Hawkes processes), all adapted from well-known models in the temporal setting. Finally, we apply the results and methods to analyse simulated and neurological data.

Suggested Citation

  • Jakob G. Rasmussen & Heidi S. Christensen, 2021. "Point Processes on Directed Linear Networks," Methodology and Computing in Applied Probability, Springer, vol. 23(2), pages 647-667, June.
    • Handle: RePEc:spr:metcap:v:23:y:2021:i:2:d:10.1007_s11009-020-09777-y
    DOI: 10.1007/s11009-020-09777-y
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    References listed on IDEAS

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    1. Mari Myllymäki & Tomáš Mrkvička & Pavel Grabarnik & Henri Seijo & Ute Hahn, 2017. "Global envelope tests for spatial processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 381-404, March.
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    3. Jesper Møller & Jakob G. Rasmussen, 2006. "Approximate Simulation of Hawkes Processes," Methodology and Computing in Applied Probability, Springer, vol. 8(1), pages 53-64, March.
    4. Isham, Valerie & Westcott, Mark, 1979. "A self-correcting point process," Stochastic Processes and their Applications, Elsevier, vol. 8(3), pages 335-347, May.
    5. Qi Wei Ang & Adrian Baddeley & Gopalan Nair, 2012. "Geometrically Corrected Second Order Analysis of Events on a Linear Network, with Applications to Ecology and Criminology," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 39(4), pages 591-617, December.
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