Sequential kernel estimation of the conditional intensity of nonstationary point processes

DOI10.1007/S11203-005-0167-3zbMath1110.62108OpenAlexW1974948732MaRDI QIDQ849859

Carlo Grillenzoni

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

zbMATH Keywords

exponential weightingCalifornia earthquakesprediction error criteriasequential nonparametric regressionspace-time point processes

Mathematics Subject Classification ID

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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