Self-exciting hurdle models for terrorist activity

@inproceedings{Porter2012SelfexcitingHM,
  title={Self-exciting hurdle models for terrorist activity},
  author={Michael D. Porter and Gentry White},
  year={2012}
}
A predictive model of terrorist activity is developed by examining the daily number of terrorist attacks in Indonesia from 1994 through 2007. The dynamic model employs a shot noise process to explain the self-exciting nature of the terrorist activities. This estimates the probability of future attacks as a function of the times since the past attacks. In addition, the excess of nonattack days coupled with the presence of multiple coordinated attacks on the same day compelled the use of hurdle… CONTINUE READING

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