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Point-process models with linearly parametrized intensity for application to earthquake data

Published online by Cambridge University Press:  14 July 2016

Yosihiko Ogata and
Koichi Katsura
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Abstract

It is demonstrated that linear parametrization of the conditional intensity provides systematic classes of flexible models which are reasonably useful for calculating maximum likelihoods. To exemplify the modelling, seismic activity around Canberra is decomposed into components of evolutionary trend, clustering and periodicity. The causal relationship between earthquake sequences from two seismic regions is also analysed for a certain Japanese earthquake data set.

Some technical aspects of the modelling and calculations are described.

Keywords

CONDITIONAL INTENSITY FUNCTIONMAXIMUM LIKELIHOOD ESTIMATESTRENDCYCLIC AND CLUSTERING DECOMPOSITIONCAUSAL RELATION OF SHOCK SEQUENCESRESPONSE FUNCTIONSAKAIKE INFORMATION CRITERIONEARTHQUAKE MIGRATION

Information

Type
Part 5—Random Fields and Point Processes
Information
Journal of Applied Probability , Volume 23 , Issue A: Essays in Time Series and Allied Processes , 1986, pp. 291 - 310
Copyright
Copyright © 1986 Applied Probability Trust 

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