The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process
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Publication:1052787
DOI10.1007/BF02481037zbMath0516.62085MaRDI QIDQ1052787
Yosihiko Ogata, Hirotugu Akaike, Koichi Katsura
Publication date: 1982
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
causal relations; Cox partial likelihood; earthquake data; finite-order Laguerre polynomials; linear intensity models; minimum-AIC procedure
62M09: Non-Markovian processes: estimation
86A15: Seismology (including tsunami modeling), earthquakes
62P99: Applications of statistics
62M99: Inference from stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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