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.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
metma-graspa-adelfio.pdf
accesso aperto
Dimensione
150.61 kB
Formato
Adobe PDF
|
150.61 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.