Continuous time-interaction processes for population size estimation, with an application to drug dealing in Italy.

We introduce a time-interaction point process where the occurrence of an event can increase (self-excitement) or reduce (self-correction) the probability of future events. Self-excitement and self-correction are allowed to be triggered by the same event, at different timescales; other effects such as those of covariates, unobserved heterogeneity, and temporal dependence are also allowed in the model. We focus on capture-recapture data, as our work is motivated by an original example about the estimation of the total number of drug dealers in Italy. To do so, we derive a conditional likelihood formulation where only subjects with at least one capture are involved in the inference process. The result is a novel and flexible continuous-time population size estimator. A simulation study and the analysis of our motivating example illustrate the validity of our approach in several scenarios.