Space-time point-process models for earthquake occurrences
From MaRDI portal
Publication:1265225
DOI10.1023/A:1003403601725zbMath0947.62061MaRDI QIDQ1265225
Publication date: 15 December 1998
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
MBCmaximum likelihood estimatesETAS modelcentroid of aftershock epicentersepidemic type aftershock-sequenceinverse power lawsmagnitude based clustering algorithmmodified Omori formulathinning simulation
Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Seismology (including tsunami modeling), earthquakes (86A15)
Related Items
Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model ⋮ Comparative evaluation of point process forecasts ⋮ Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function ⋮ On the cumulant transforms for Hawkes processes ⋮ Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues ⋮ Investigating Clustering and Violence Interruption in Gang-Related Violent Crime Data Using Spatial–Temporal Point Processes With Covariates ⋮ Bayesian dynamic models for space-time point processes ⋮ Online score statistics for detecting clustered change in network point processes ⋮ Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction ⋮ Temporal distribution of recorded magnitudes in Serbia earthquake catalog ⋮ A coupled ETAS-\(\mathrm{I}^{2}\)GMM point process with applications to seismic fault detection ⋮ GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model ⋮ Testing Separability in Spatial-Temporal Marked Point Processes ⋮ Unnamed Item ⋮ A review of self-exciting spatio-temporal point processes and their applications ⋮ A Novel Point Process Model for COVID-19: Multivariate Recursive Hawkes Process ⋮ The pair correlation function of spatial Hawkes processes ⋮ Sequential kernel estimation of the conditional intensity of nonstationary point processes ⋮ A slightly depressing jump model: intraday volatility pattern simulation ⋮ Bayesian hierarchical space-time modeling of earthquake data ⋮ Fractional Hawkes processes ⋮ Unnamed Item ⋮ Bayesian inference for Hawkes processes ⋮ Moment generating function of non-Markov self-excited claims processes ⋮ Time-consistent evaluation of credit risk with contagion ⋮ Mean-field limit of generalized Hawkes processes ⋮ Spatio-temporal model for a random set given by a union of interacting discs ⋮ A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling ⋮ Fluctuations and precise deviations of cumulative INAR time series ⋮ Parametric estimation of spatial-temporal point processes using the Stoyan-Grabarnik statistic ⋮ Assessing the dependency between the magnitudes of earthquakes and the magnitudes of their aftershocks ⋮ Nonparametric estimation of recursive point processes with application to mumps in Pennsylvania ⋮ Point-process models of social network interactions: Parameter estimation and missing data recovery ⋮ Nonlinear Poisson autoregression and nonlinear Hawkes processes ⋮ Hierarchy of temporal responses of multivariate self-excited epidemic processes ⋮ Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions ⋮ Markov-modulated Hawkes process with stepwise decay ⋮ Exact and approximate EM estimation of mutually exciting Hawkes processes ⋮ Hybrid kernel estimates of space-time earthquake occurrence rates using the epidemic-type aftershock sequence model ⋮ A test for self-exciting clustering mechanism ⋮ Approximate simulation of Hawkes processes ⋮ A graphical test for local self-similarity in univariate data ⋮ Analytic computation of nonparametric Marsan–Lengliné estimates for Hawkes point processes ⋮ Hidden Markov models for the activity profile of terrorist groups ⋮ Precise deviations for Hawkes processes ⋮ Testing separability in marked multidimensional point processes with covariates ⋮ Modeling and predicting extreme cyber attack rates via marked point processes ⋮ Interdependency amongst earthquake magnitudes in Southern California ⋮ Latent self-exciting point process model for spatial-temporal networks ⋮ Gang rivalry dynamics via coupled point process networks ⋮ Perfect simulation of Hawkes processes ⋮ Large Deviations of Poisson Cluster Processes ⋮ Nonstationary ETAS models for nonstandard earthquakes ⋮ A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes ⋮ Statistical physics approaches to the complex Earth system ⋮ Generalized evolutionary point processes: model specifications and model comparison ⋮ Testing proportionality between the first-order intensity functions of spatial point processes ⋮ Power-law models for infectious disease spread ⋮ A Space-Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence ⋮ Application of Branching Models in the Study of Invasive Species ⋮ Detection of fluid signals in the 1985 Yellowstone earthquake swarm ⋮ Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts ⋮ Non-parametric smoothing of spatio-temporal point processes ⋮ Consistent parametric estimation of the intensity of a spatial-temporal point process ⋮ Unnamed Item ⋮ Limit properties of continuous self-exciting processes ⋮ Reliability analysis of load-sharing systems with memory ⋮ Empirical asset pricing with multi-period disaster risk: a simulation-based approach ⋮ Ornstein-Uhlenbeck processes for geophysical data analysis ⋮ Local regression type methods applied to the study of geophysics and high frequency financial data ⋮ Reconstruction of network structures from marked point processes using multi-dimensional scaling ⋮ Unnamed Item ⋮ Assessment of point process models for earthquake forecasting ⋮ A prospect of earthquake prediction research ⋮ Decomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability ⋮ Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates ⋮ Spatio-temporal analysis of the avalanche hazard in the North of Italy ⋮ Likelihood based inference for the multivariate renewal Hawkes process ⋮ Multiresolution analysis of linearly oriented spatial point patterns ⋮ Tests for Independence between Marks and Points of a Marked Point Process ⋮ Line and point cluster models for spatial health data ⋮ A class of self-similar random measure ⋮ Efficient EM-variational inference for nonparametric Hawkes process ⋮ Financial contagion through space-time point processes ⋮ Including covariates in a space-time point process with application to seismicity ⋮ Mechanistic spatio-temporal point process models for marked point processes, with a view to forest stand data ⋮ Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events ⋮ Gamma Kernel Intensity Estimation in Temporal Point Processes ⋮ TIME, SPACE AND MAGNITUDE CORRELATIONS IN EARTHQUAKE OCCURRENCE ⋮ Second-Order Residual Analysis of Spatiotemporal Point Processes and Applications in Model Evaluation ⋮ Unnamed Item ⋮ Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models ⋮ Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences ⋮ Unnamed Item ⋮ Inference for ETAS models with non-Poissonian mainshock arrival times ⋮ A recursive point process model for infectious diseases ⋮ A J‐function for Inhomogeneous Spatio‐temporal Point Processes ⋮ The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior ⋮ Modelling Heterogeneous Space–Time Occurrences of Earthquakes and its Residual Analysis ⋮ Context-aware spatio-temporal event prediction via convolutional Hawkes processes ⋮ Test for the first-order stationarity for spatial point processes in arbitrary regions ⋮ Reactive point processes: a new approach to predicting power failures in underground electrical systems ⋮ Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction ⋮ A model of riots dynamics: shocks, diffusion and thresholds