Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes

DOI10.1007/s10463-010-0302-9zbMath1238.62093OpenAlexW2165406022MaRDI QIDQ421398

Shaochuan Lu

Publication date: 23 May 2012

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

Full work available at URL: https://doi.org/10.1007/s10463-010-0302-9

zbMATH Keywords

EM algorithmhidden Markov modelexponential familymarked point processMMPPNew Zealand deep earthquakes

Mathematics Subject Classification ID

Related Items (4)

Estimating the earthquake occurrence rates in Corinth Gulf (Greece) through Markovian arrival process modeling ⋮ A joint model for multistate disease processes and random informative observation times, with applications to electronic medical records data ⋮ A continuous-time HMM approach to modeling the magnitude-frequency distribution of earthquakes ⋮ Generalized Poisson measures on topological spaces and applications

Uses Software

• EMpht
• pyuvdata

Cites Work

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• An EM algorithm for estimation in Markov-modulated Poisson processes
• A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
• Identifiability of hidden Markov information sources and their minimum degrees of freedom
• Computing integrals involving the matrix exponential
• The Markov-modulated Poisson process (MMPP) cookbook
• Rescaling Marked Point Processes
• On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions
• General smoothing formulas for Markov-modulated Poisson observations
• Residual Analysis for Spatial Point Processes (with Discussion)
• An Introduction to the Theory of Point Processes

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