Second-order diagnostics for space-time point processes with application to seismic events
- Authors: Adelfio, G; Chiodi, M
- Publication year: 2009
- Type: Articolo in rivista (Articolo in rivista)
- Key words: Point processes, residual analysis, second-order features, ETAS model, seismic process
- OA Link: http://hdl.handle.net/10447/40436
Abstract
A diagnostic method for space-time point process is introduced and used to interpret and assess the goodness of fit of particular models to real data such as the seismic ones. The proposed method is founded on the definition of a weighted process and allows to detect second-order features of data, like long-range dependence and fractal behavior, that are not accounted for by the fitted model. Applications to earthquake data are provided.