Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
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DOI: 10.1007/s10463-010-0302-9
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References listed on IDEAS
- Ryden, Tobias, 1996. "An EM algorithm for estimation in Markov-modulated Poisson processes," Computational Statistics & Data Analysis, Elsevier, vol. 21(4), pages 431-447, April.
- A. Baddeley & R. Turner & J. Møller & M. Hazelton, 2005. "Residual analysis for spatial point processes (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 617-666, November.
- Meier-Hellstern, K. S., 1987. "A fitting algorithm for Markov-modulated poisson processes having two arrival rates," European Journal of Operational Research, Elsevier, vol. 29(3), pages 370-377, June.
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- Jane M. Lange & Rebecca A. Hubbard & Lurdes Y. T. Inoue & Vladimir N. Minin, 2015. "A joint model for multistate disease processes and random informative observation times, with applications to electronic medical records data," Biometrics, The International Biometric Society, vol. 71(1), pages 90-101, March.
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Keywords
MMPP; Hidden Markov model; EM algorithm; Exponential family; New Zealand deep earthquakes; Marked point process;All these keywords.
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