Alternated estimation in semi-parametric space-time branching-type point processes with application to seismic catalogs

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• 作者：Giada Adelfio (1)
  Marcello Chiodi (1)
  
  1. Dipartimento di Scienze Economiche ; Aziendali e Statistiche ; Universit脿 degli Studi di Palermo ; Palermo ; Italy
  
• 关键词：Nonparametric estimation ; Forward predictive likelihood ; ETAS model ; Point process ; Earthquakes
• 刊名：Stochastic Environmental Research and Risk Assessment (SERRA)
• 出版年：2015
• 出版时间：February 2015
• 年：2015
• 卷：29
• 期：2
• 页码：443-450
• 全文大小：1,317 KB
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  4. Adelfio G (2010) An analysis of earthquakes clustering based on a second-order diagnostic approach. Data analysis and classification. Springer, Berlin, pp 309鈥?17
  5. Adelfio G, Chiodi M, Luzio D (2010) An algorithm for earthquake clustering based on maximum likelihood. Data analysis and classification. Springer, Berlin, pp 25鈥?2
  6. Adelfio G, Chiodi M (2011) Kernel intensity for space-time point processes with application to seismological problems. In: Fichet S (ed) Classification and multivariate analysis for complex data structures. Springer, Berlin, pp 401鈥?08 3-642-13312-1_42" target="_blank" title="It opens in new window">CrossRef
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• 刊物类别：Earth and Environmental Science
• 刊物主题：Environment
  Mathematical Applications in Environmental Science
  Mathematical Applications in Geosciences
  Probability Theory and Stochastic Processes
  Statistics for Engineering, Physics, Computer Science, Chemistry and Geosciences
  Numerical and Computational Methods in Engineering
  Waste Water Technology, Water Pollution Control, Water Management and Aquatic Pollution
  
• 出版者：Springer Berlin / Heidelberg
• ISSN：1436-3259

文摘

An estimation approach for the semi-parametric intensity function of a class of space-time point processes is introduced. In particular we want to account for the estimation of parametric and nonparametric components simultaneously, applying a forward predictive likelihood to semi-parametric models. For each event, the probability of being a background event or an offspring is therefore estimated.