A cluster identification framework illustrated by a filtering model for earthquake occurrences

DOI10.3150/08-BEJ159zbMath1204.62163arXiv0906.2099OpenAlexW3105991357WikidataQ95606131 ScholiaQ95606131MaRDI QIDQ605863

Zhengxiao Wu

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.2099

zbMATH Keywords

earthquakesfilteringmarked point processKushner-Stratonovich equationsZakai equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Applications of statistics (62P99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• fminsearch

Cites Work

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• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Asymptotic normality of the maximum likelihood estimator in state space models
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Stochastic Declustering of Space-Time Earthquake Occurrences
• Likelihood‐Ratio Tests for Hidden Markov Models
• Asymptotics of the maximum likelihood estimator for general hidden Markov models

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