Second-order diagnostics for space-time point processes with application to seismic events

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9 Citazioni (Scopus)

Abstract

A diagnostic method for space-time point process is introduced and used to interpret and assess the goodness of fit of particular models to real data such as the seismic ones. The proposed method is founded on the definition of a weighted process and allows to detect second-order features of data, like long-range dependence and fractal behavior, that are not accounted for by the fitted model. Applications to earthquake data are provided.
Lingua originaleEnglish
pagine (da-a)895-911
Numero di pagine17
RivistaEnvironmetrics
Volume20
Stato di pubblicazionePublished - 2009

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Point Process
Diagnostics
Space-time
Long-range Dependence
Goodness of fit
Earthquake
Fractal
earthquake
Model
method

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Ecological Modelling

Cita questo

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title = "Second-order diagnostics for space-time point processes with application to seismic events",
abstract = "A diagnostic method for space-time point process is introduced and used to interpret and assess the goodness of fit of particular models to real data such as the seismic ones. The proposed method is founded on the definition of a weighted process and allows to detect second-order features of data, like long-range dependence and fractal behavior, that are not accounted for by the fitted model. Applications to earthquake data are provided.",
keywords = "ETAS model, Point processes, residual analysis, second-order features, seismic process",
author = "Giada Adelfio and Marcello Chiodi",
year = "2009",
language = "English",
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journal = "Environmetrics",
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T1 - Second-order diagnostics for space-time point processes with application to seismic events

AU - Adelfio, Giada

AU - Chiodi, Marcello

PY - 2009

Y1 - 2009

N2 - A diagnostic method for space-time point process is introduced and used to interpret and assess the goodness of fit of particular models to real data such as the seismic ones. The proposed method is founded on the definition of a weighted process and allows to detect second-order features of data, like long-range dependence and fractal behavior, that are not accounted for by the fitted model. Applications to earthquake data are provided.

AB - A diagnostic method for space-time point process is introduced and used to interpret and assess the goodness of fit of particular models to real data such as the seismic ones. The proposed method is founded on the definition of a weighted process and allows to detect second-order features of data, like long-range dependence and fractal behavior, that are not accounted for by the fitted model. Applications to earthquake data are provided.

KW - ETAS model

KW - Point processes

KW - residual analysis

KW - second-order features

KW - seismic process

UR - http://hdl.handle.net/10447/40436

M3 - Article

VL - 20

SP - 895

EP - 911

JO - Environmetrics

JF - Environmetrics

SN - 1180-4009

ER -