Including covariates in a space-time point process with application to seismicity
Author
Abstract
Suggested Citation
DOI: 10.1007/s10260-020-00543-5
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Giada Adelfio & Frederic Schoenberg, 2009. "Point process diagnostics based on weighted second-order statistics and their asymptotic properties," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 929-948, December.
- Mohler, G. O. & Short, M. B. & Brantingham, P. J. & Schoenberg, F. P. & Tita, G. E., 2011. "Self-Exciting Point Process Modeling of Crime," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 100-108.
- Torben Martinussen, 2002. "A flexible additive multiplicative hazard model," Biometrika, Biometrika Trust, vol. 89(2), pages 283-298, June.
- Meyer, Sebastian & Held, Leonhard & Höhle, Michael, 2017. "Spatio-Temporal Analysis of Epidemic Phenomena Using the R Package surveillance," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 77(i11).
- 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.
- Zhuang J. & Ogata Y. & Vere-Jones D., 2002. "Stochastic Declustering of Space-Time Earthquake Occurrences," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 369-380, June.
- Alex Reinhart & Joel Greenhouse, 2018. "Self‐exciting point processes with spatial covariates: modelling the dynamics of crime," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1305-1329, November.
- Yosihiko Ogata & Koichi Katsura & Masaharu Tanemura, 2003. "Modelling heterogeneous space–time occurrences of earthquakes and its residual analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(4), pages 499-509, October.
- Yosihiko Ogata, 1998. "Space-Time Point-Process Models for Earthquake Occurrences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 379-402, June.
- Johnson, Richard A. & Taylor, James R., 2008. "Preservation of some life length classes for age distributions associated with age-dependent branching processes," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2981-2987, December.
- Sebastian Meyer & Johannes Elias & Michael Höhle, 2012. "A Space–Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence," Biometrics, The International Biometric Society, vol. 68(2), pages 607-616, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nicoletta D’Angelo & Antonino Abbruzzo & Giada Adelfio, 2021. "Spatio-Temporal Spread Pattern of COVID-19 in Italy," Mathematics, MDPI, vol. 9(19), pages 1-14, October.
- Nicoletta D’Angelo & Marianna Siino & Antonino D’Alessandro & Giada Adelfio, 2022. "Local spatial log-Gaussian Cox processes for seismic data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 633-671, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chenlong Li & Zhanjie Song & Wenjun Wang, 2020. "Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 945-967, August.
- Frederic Paik Schoenberg & Marc Hoffmann & Ryan J. Harrigan, 2019. "A recursive point process model for infectious diseases," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1271-1287, October.
- Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015.
"Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes,"
Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
- Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
- Baichuan Yuan & Frederic P. Schoenberg & Andrea L. Bertozzi, 2021. "Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1127-1152, December.
- Alex Reinhart & Joel Greenhouse, 2018. "Self‐exciting point processes with spatial covariates: modelling the dynamics of crime," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1305-1329, November.
- Dewei Wang & Chendi Jiang & Chanseok Park, 2019. "Reliability analysis of load-sharing systems with memory," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(2), pages 341-360, April.
- van den Hengel, G. & Franses, Ph.H.B.F., 2018. "Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model," Econometric Institute Research Papers EI2018-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Sebastian Meyer & Johannes Elias & Michael Höhle, 2012. "A Space–Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence," Biometrics, The International Biometric Society, vol. 68(2), pages 607-616, June.
- Eric W. Fox & Martin B. Short & Frederic P. Schoenberg & Kathryn D. Coronges & Andrea L. Bertozzi, 2016. "Modeling E-mail Networks and Inferring Leadership Using Self-Exciting Point Processes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 564-584, April.
- Lizhen Xu & Jason A. Duan & Andrew Whinston, 2014. "Path to Purchase: A Mutually Exciting Point Process Model for Online Advertising and Conversion," Management Science, INFORMS, vol. 60(6), pages 1392-1412, June.
- D'Angelo, Nicoletta & Adelfio, Giada & Mateu, Jorge, 2023. "Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
- Amanda S. Hering & Sean Bair, 2014. "Characterizing spatial and chronological target selection of serial offenders," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(1), pages 123-140, January.
- Gilian van den Hengel & Philip Hans Franses, 2020.
"Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model,"
Forecasting, MDPI, vol. 2(3), pages 1-25, August.
- van den Hengel, G. & Franses, Ph.H.B.F., 2018. "Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model," Econometric Institute Research Papers EI2018-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Grames, Eliza M. & Stepule, Piper L. & Herrick, Susan Z. & Ranelli, Benjamin T. & Elphick, Chris S., 2022. "Separating acoustic signal into underlying behaviors with self-exciting point process models," Ecological Modelling, Elsevier, vol. 468(C).
- Nader Davoudi & Hamid Reza Tavakoli & Mehdi Zare & Abdollah Jalilian, 2020. "Aftershock probabilistic seismic hazard analysis for Bushehr province in Iran using ETAS model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 100(3), pages 1159-1170, February.
- Philip A. White & Alan E. Gelfand, 2021. "Generalized Evolutionary Point Processes: Model Specifications and Model Comparison," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 1001-1021, September.
- Giada Adelfio & Yosihiko Ogata, 2010. "Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 127-143, February.
- Mason Youngblood, 2020. "Extremist ideology as a complex contagion: the spread of far-right radicalization in the United States between 2005 and 2017," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-10, December.
- A. Baddeley & J. Møller & A. Pakes, 2008. "Properties of residuals for spatial point processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(3), pages 627-649, September.
- Nicoletta D’Angelo & Marianna Siino & Antonino D’Alessandro & Giada Adelfio, 2022. "Local spatial log-Gaussian Cox processes for seismic data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 633-671, December.
More about this item
Keywords
Space-time point processes; ETAS model; R package for seismic data; Covariates;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-020-00543-5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.