Concepedia

Point Process Dependence

Point Process Dependence is a theoretical construct in stochastic process theory that characterizes the intrinsic statistical relationships between events in a point process, distinguishing itself by formalizing how the occurrence of points in a given region influences the likelihood of other points beyond complete spatial randomness.

53

Publications

4K

Citations

108

Authors

84

Institutions

Publications per year

2017–2026

9

Parents

Publications

53

The Centenary of the Omori Formula for a Decay Law of Aftershock Activity.

Tokuji Utsu, Yosihiko Ogata, S Ritsuko et al. · Journal of Physics of the Earth · 1995 · 1.4K citations · Full text

, , +12

Multivariate Hawkes processes: an application to financial data

Paul Embrechts, Thomas Liniger, Lu Lin · Journal of Applied Probability · 2011 · 277 citations · Full text

, , +16

Modeling dependence between extreme rainfall and storm surge to estimate coastal flooding risk

Feifei Zheng, Seth Westra, Michael Leonard et al. · Water Resources Research · 2014 · 204 citations

, , +17

Generalized Gamma measures and shot-noise Cox processes

Anders Brix · Advances in Applied Probability · 1999 · 189 citations

, , +17

Multivariate Hawkes processes: an application to financial data

Paul Embrechts, Thomas Liniger, Lu Lin · Journal of Applied Probability · 2011 · 142 citations

, , +16

1–5 of 53

Authors

108

  1. AB
    Anders Brix

    Risk Management Solutions (United Kingdom), United Kingdom

    3 publications · 247 citations

    3

    h-index

  2. RV
    Rein Vesilo

    Macquarie University, Australia

    2 publications · 58 citations

    2

    h-index

  3. TL
    Thomas Liniger

    Swiss Finance Institute, Switzerland

    2 publications · 419 citations

    2

    h-index

  4. PE
    Paul Embrechts

    ETH Zurich, Switzerland

    2 publications · 419 citations

    2

    h-index

  5. JE
    J. E. Yukich

    Lehigh University, United States

    2 publications · 68 citations

    2

    h-index

1–5 of 108

Institutions

84

  1. Tartu Observatory

    Tartu, Estonia

    3 h-index

    11 publications

    274 citations

  2. University of Miami

    Coral Gables, United States

    2 h-index

    2 publications

    52 citations

  3. ETH Zurich

    Zurich, Switzerland

    2 h-index

    6 publications

    1.3K citations

  4. Lehigh University

    Bethlehem, United States

    2 h-index

    2 publications

    68 citations

  5. Australian National University

    Canberra, Australia

    2 h-index

    2 publications

    58 citations

  6. Commonwealth Scientific and Industrial Research Organisation

    Canberra, Australia

    2 h-index

    2 publications

    124 citations

  7. University of Tartu

    Tartu, Estonia

    2 h-index

    10 publications

    205 citations

  8. Institut National de la Recherche Agronomique

    Rabat, Morocco

    2 h-index

    3 publications

    87 citations

1–8 of 84

Venues

  1. Advances in Applied Probability

    AAP · 8 publications · 327 citations

    8

    h-index

  2. 4

    h-index

  3. The Annals of Applied Probability

    3 publications · 75 citations

    3

    h-index

  4. Stochastic Processes and their Applications

    3 publications · 75 citations

    3

    h-index

  5. Journal of Applied Probability

    JAP · 2 publications · 419 citations

    2

    h-index

1–5