Sequential kernel estimation of the conditional intensity of nonstationary point processes
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Publication:849859
DOI10.1007/S11203-005-0167-3zbMath1110.62108OpenAlexW1974948732MaRDI QIDQ849859
Publication date: 14 November 2006
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-005-0167-3
exponential weightingCalifornia earthquakesprediction error criteriasequential nonparametric regressionspace-time point processes
Density estimation (62G07) Non-Markovian processes: estimation (62M09) Seismology (including tsunami modeling), earthquakes (86A15) Sequential estimation (62L12)
Cites Work
- Strong consistency and rates for recursive probability density estimators of stationary processes
- Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria
- Space-time point-process models for earthquake occurrences
- On bandwidth variation in kernel estimates. A square root law
- Optimal Recursive Estimation of Dynamic Models
- Stochastic Declustering of Space-Time Earthquake Occurrences
- Nonparametric regression for nonstationary processes
- On the estimation of poles in intensity functions
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