Search results for " Minimum contrast"

showing 4 items of 4 documents

Minimum contrast for point processes' first-order intensity estimation

2023

In this paper, we exploit some theoretical results, from which we know the expected value of the K-function weighted by the true first-order intensity function of a point pattern. This theoretical result can serve as an estimation method for obtaining the parameter estimates of a specific model, assumed for the data. The only requirement is the knowledge of the first-order intensity function expression, completely avoiding writing the likelihood, which is often complex to deal with in point process models. We illustrate the method through simulation studies for spatio-temporal point processes.

Second-order characteristics Spatial statistics Spatio-temporal point processes Local models Minimum contrastSettore SECS-S/01 - Statistica
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Joint second-order parameter estimation for spatio-temporal log-Gaussian Cox processes

2018

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.

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
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Local Spatio-Temporal Log-Gaussian Cox Processes for seismic data analysis

2022

We propose a local version of the spatio-temporal log-Gaussian Cox processes (LGCPs) employing the Local Indicators of Spatio-Temporal Association (LISTA) functions into the minimum contrast procedure to obtain space as well as time-varying parameters. We resort to the joint minimum contrast method fitting method to estimate the set of second-order parameters for the class of Spatio-Temporal LGCPs. We employ the proposed methodology to analyse real seismic data occurred Greece between 2004 and 2015.

Earthquakes Second-order characteristics Spatio-temporal point processes Local models Log-Gaussian Cox Processes Minimum contrastSettore SECS-S/01 - Statistica
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Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes

2023

A local version of spatio-temporal log-Gaussian Cox processes is proposed by using Local Indicators of Spatio-Temporal Association (LISTA) functions plugged into the minimum contrast procedure, to obtain space as well as time-varying parameters. The new procedure resorts to the joint minimum contrast fitting method to estimate the set of second-order parameters. This approach has the advantage of being suitable in both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. Simulation studies to assess the performance of the proposed fitting procedure are presented, and an application to seismic spatio-temporal point pattern…

Methodology (stat.ME)FOS: Computer and information sciencesLocal models log-Gaussian Cox processes Minimum contrast Second-order characteristics Spatio-temporal point processesStatistics and ProbabilityComputational MathematicsComputational Theory and MathematicsApplied MathematicsSettore SECS-S/01 - StatisticaStatistics - ComputationStatistics - MethodologyComputation (stat.CO)Computational Statistics & Data Analysis
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