The paper proposes a stochastic 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 (FLP) 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

Adelfio Giada, & Chiodi Marcello (2021). Including covariates in a space-time point process with application to seismicity. STATISTICAL METHODS & APPLICATIONS, 30(3), 947-971 [10.1007/s10260-020-00543-5].

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

Adelfio Giada
;
Chiodi Marcello
2021

Abstract

The paper proposes a stochastic 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 (FLP) 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
Adelfio Giada, & Chiodi Marcello (2021). Including covariates in a space-time point process with application to seismicity. STATISTICAL METHODS & APPLICATIONS, 30(3), 947-971 [10.1007/s10260-020-00543-5].
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10447/428396
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