Joint second-order parameter estimation for spatio-temporal log-Gaussian Cox processes

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作者
Marianna Siino
Giada Adelfio
Jorge Mateu
机构
[1] Università degli studi di Palermo,Dipartimento di Scienze Economiche, Aziendali e Statistiche
[2] Istituto Nazionale di Geofisica e Vulcanologia,Centro Nazionale Terremoti
[3] Universitat Jaume I,Department of Mathematics
关键词
Earthquakes; Log-Gaussian Cox processes; Minimum contrast method; Non-separable covariance function; Spatio-temporal pair correlation function;
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摘要
We propose a new fitting method to estimate the set of second-order parameters for the class of homogeneous spatio-temporal log-Gaussian Cox point processes. With simulations, we show that the proposed minimum contrast procedure, based on the spatio-temporal pair correlation function, provides reliable estimates and we compare the results with the current available methods. Moreover, the proposed method can be used in the case of both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We describe earthquake sequences comparing several Cox model specifications.
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页码:3525 / 3539
页数:14
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