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- Title
Including covariates in a space-time point process with application to seismicity.
- Authors
Adelfio, Giada; Chiodi, Marcello
- Abstract
The paper proposes a spatio-temporal process that improves the assessment of events in space and time, considering a contagion model (branching process) within a regression-like framework to take covariates into account. The proposed approach develops the forward likelihood for prediction method for estimating the ETAS model, including covariates in the model specification of the epidemic component. A simulation study is carried out for analysing the misspecification model effect under several scenarios. Also an application to the Italian seismic catalogue is reported, together with the reference to the developed R package.
- Subjects
POINT processes; SPACETIME; SPATIOTEMPORAL processes; BRANCHING processes
- Publication
Statistical Methods & Applications, 2021, Vol 30, Issue 3, p947
- ISSN
1618-2510
- Publication type
Article
- DOI
10.1007/s10260-020-00543-5