In this paper, we provide a method to estimate the space-time intensity of a branching-type point process by mixing nonparametric and parametric approaches. The method accounts simultaneously for the estimation of the different model components, applying a forward predictive likelihood estimation approach to semi-parametric models.
Adelfio, G., Chiod, i.M. (2014). Space-time Point Processes semi-parametric estimation with predictive measure information. In GRASPA Working Papers.
Space-time Point Processes semi-parametric estimation with predictive measure information
Adelfio, G;CHIODI, Marcello
2014-01-01
Abstract
In this paper, we provide a method to estimate the space-time intensity of a branching-type point process by mixing nonparametric and parametric approaches. The method accounts simultaneously for the estimation of the different model components, applying a forward predictive likelihood estimation approach to semi-parametric models.
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