Including covariates in a space-time point process with application to seismicity

被引:15
|
作者
Adelfio, Giada [1 ,2 ]
Chiodi, Marcello [1 ,2 ]
机构
[1] Univ Palermo, Dipartimento Sci Econ Aziendali & Stat, Palermo, Italy
[2] Ist Nazl Geofis & Vulcanol INGV, Palermo, Italy
来源
STATISTICAL METHODS AND APPLICATIONS | 2021年 / 30卷 / 03期
关键词
Space-time point processes; ETAS model; R package for seismic data; Covariates; RESIDUAL ANALYSIS; PROCESS MODELS; DIAGNOSTICS; OCCURRENCES;
D O I
10.1007/s10260-020-00543-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The paper proposes a spatio-temporal process that improves the assessment of events in space and time, considering a contagion model (branching process) within a regression-like framework to take covariates into account. The proposed approach develops the forward likelihood for prediction method for estimating the ETAS model, including covariates in the model specification of the epidemic component. A simulation study is carried out for analysing the misspecification model effect under several scenarios. Also an application to the Italian seismic catalogue is reported, together with the reference to the developed R package.
引用
收藏
页码:947 / 971
页数:25
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