Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes

DOI10.1007/s10463-010-0302-9zbMath1238.62093OpenAlexW2165406022MaRDI QIDQ421398

Shaochuan Lu

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0302-9

zbMATH Keywords

EM algorithmhidden Markov modelexponential familymarked point processMMPPNew Zealand deep earthquakes

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Geostatistics (86A32) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Estimating the earthquake occurrence rates in Corinth Gulf (Greece) through Markovian arrival process modeling, A joint model for multistate disease processes and random informative observation times, with applications to electronic medical records data, A continuous-time HMM approach to modeling the magnitude-frequency distribution of earthquakes, Generalized Poisson measures on topological spaces and applications

Uses Software

• EMpht
• pyuvdata

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An EM algorithm for estimation in Markov-modulated Poisson processes
• A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
• Identifiability of hidden Markov information sources and their minimum degrees of freedom
• Computing integrals involving the matrix exponential
• The Markov-modulated Poisson process (MMPP) cookbook
• Rescaling Marked Point Processes
• On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions
• General smoothing formulas for Markov-modulated Poisson observations
• Residual Analysis for Spatial Point Processes (with Discussion)
• An Introduction to the Theory of Point Processes