Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
From MaRDI portal
Publication:3632672
DOI10.1198/016214508000000148zbMath1469.86010MaRDI QIDQ3632672
Alejandro Veen, Frederic Paik Schoenberg
Publication date: 12 June 2009
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214508000000148
earthquakes; maximum likelihood; expectation-maximization algorithm; space-time point process models; epidemic-type aftershock sequence model; branching process models
86A15: Seismology (including tsunami modeling), earthquakes
60J85: Applications of branching processes
86A32: Geostatistics
Related Items
Performance of information criteria for selection of Hawkes process models of financial data, Point-process models of social network interactions: Parameter estimation and missing data recovery, Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data, Application of Branching Models in the Study of Invasive Species, Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction, A Novel Point Process Model for COVID-19: Multivariate Recursive Hawkes Process, Modelling Burglary in Chicago using a self-exciting point process with isotropic triggering, Exact simulation of extrinsic stress-release processes, Classification of flash crashes using the Hawkes(p,q)framework, A Metric Space for Point Process Excitations, An ephemerally self-exciting point process, The endo–exo problem in high frequency financial price fluctuations and rejecting criticality, Analytic computation of nonparametric Marsan–Lengliné estimates for Hawkes point processes, Nonparametric estimation of recursive point processes with application to mumps in Pennsylvania, Bayesian estimation of nonlinear Hawkes processes, Latent Network Structure Learning From High-Dimensional Multivariate Point Processes, Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity, Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States, Direct Likelihood Evaluation for the Renewal Hawkes Process, Accelerating the estimation of renewal Hawkes self-exciting point processes, Bayesian inference for Hawkes processes, Modeling and estimation of multi-source clustering in crime and security data, Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models, Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction, A random effects epidemic-type aftershock sequence model, Some edge correction methods for marked spatio-temporal point process models, An \textit{EM} algorithm for the model fitting of Markovian binary trees, A coupled ETAS-\(\mathrm{I}^{2}\)GMM point process with applications to seismic fault detection, A review of self-exciting spatio-temporal point processes and their applications, Comment on ``A review of self-exciting spatio-temporal point processes and their applications by Alex Reinhart, The Hawkes process with renewal immigration \& its estimation with an EM algorithm, Maximum likelihood estimation and expectation-maximization algorithm for controlled branching processes, Financial contagion through space-time point processes, Hawkes binomial topic model with applications to coupled conflict-Twitter data, Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences, GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model, Spatiotemporal-textual point processes for crime linkage detection, Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions, Truncated Hawkes point process modeling: system theory and system identification, Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions, Point process modeling of drug overdoses with heterogeneous and missing data, Inference for ETAS models with non-Poissonian mainshock arrival times, Stochastic continuous time neurite branching models with tree and segment dependent rates, Modelling dyadic interaction with Hawkes processes, A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK, An elementary derivation of moments of Hawkes processes
