In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogs
Marcon, G., Adelfio, G., Chiodi, M. (2011). Gamma kernel intensity estimation in temporal point processes. COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION, 40(8), 1146-1162 [10.1080/03610918.2011.563158].
Gamma kernel intensity estimation in temporal point processes
Marcon, G;ADELFIO, Giada;CHIODI, Marcello
2011-01-01
Abstract
In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogsFile | Dimensione | Formato | |
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