6533b7d2fe1ef96bd125e081

RESEARCH PRODUCT

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

Giada AdelfioGiada AdelfioJorge MateuMarianna Siino

subject

spatio-temporal pair correlation functionEnvironmental EngineeringGaussianminimum contrast methodnon-separable covariance function010502 geochemistry & geophysics01 natural sciencesPoint processGaussian random fieldSet (abstract data type)010104 statistics & probabilitysymbols.namesakeCorrelation functionEnvironmental Chemistry0101 mathematicsSafety Risk Reliability and Qualityearthquakes0105 earth and related environmental sciencesGeneral Environmental ScienceWater Science and TechnologyParametric statisticsMathematicslog-Gaussian Cox processesEstimation theoryContrast (statistics)symbolsEarthquakes Log-Gaussian Cox processes Minimum contrast method Non-separable covariance function Spatio-temporal pair correlation functionSettore SECS-S/01 - StatisticaAlgorithm

description

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.

10.1007/s00477-018-1579-0http://hdl.handle.net/10447/315691