Spatial-Temporal Point Processes and Geostatistical Applications

4 units · Graduate professional courses (400-499)

Lecture, three hours; discussion, one hour. Limited to Master of Applied Statistics students. Exploration of methods used in the analysis of spatial-temporal data, especially point process data. Study is both theoretical and applied. Study of standard concepts in modeling and parameter estimation, and more recent topics such as point process residual analysis and nonparametric estimation of triggering functions in Hawkes models. Various examples are used, especially applications to earthquakes. Students implement techniques discussed in class, using real data sets. Letter grading.