The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process

DOI10.1007/BF02481037zbMath0516.62085OpenAlexW1974470083MaRDI QIDQ1052787

Koichi Katsura, Hirotugu Akaike, Yosihiko Ogata

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481037

zbMATH Keywords

causal relationsCox partial likelihoodearthquake datafinite-order Laguerre polynomialslinear intensity modelsminimum-AIC procedure

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Seismology (including tsunami modeling), earthquakes (86A15) Applications of statistics (62P99) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart ⋮ Maximum likelihood analysis of spike trains of interacting nerve cells ⋮ Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes ⋮ Modeling of spike trains in auditory nerves with self-exciting point processes of the von Mises type ⋮ A prospect of earthquake prediction research

Cites Work

• Unnamed Item
• The identification of point process systems
• On Lewis' simulation method for point processes
• Partial likelihood
• A Rapidly Convergent Descent Method for Minimization
• Spectra of some self-exciting and mutually exciting point processes
• A new look at the statistical model identification

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