6533b821fe1ef96bd127afb8

RESEARCH PRODUCT

Gamma Kernel Intensity Estimation in Temporal Point Processes

Marcello ChiodiGiada AdelfioGiulia Marcon

subject

Statistics and ProbabilityNonparametric statisticsEstimatorKernel principal component analysisPoint processVariable kernel density estimationKernel embedding of distributionsModeling and SimulationKernel (statistics)Bounded domainStatisticsGamma distributionGamma kernel estimatorIntensity functionTemporal point processes.Settore SECS-S/01 - StatisticaMathematics

description

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.

yearjournalcountryeditionlanguage
2011-04-18Communications in Statistics - Simulation and Computation
https://doi.org/10.1080/03610918.2011.563158