Inference for earthquake models: A self-correcting model

Y. Ogata and D. Vere-Jones

Stochastic Processes and their Applications, 1984, vol. 17, issue 2, 337-347

Abstract: Questions of asymptotic inference are discussed for a point process model in which the conditional intensity function increases monotonically between events and drops by determined (nonrandom) amounts after each event. Parameter estimates are shown to be consistent and, except under the null hypothesis of a Poisson process, normally distributed. Under the null hypothesis, however, the Hessian matrix is not asymptotically constant, and the limiting distribution of the likelihood ratio statistics is not [chi]2, but has a form related to that of the Cramer-von Mises [omega]2 statistic for the test of goodness of fit.

Keywords: self-correcting; point; process; conditional; intensity; function; maximum; likelihood; estimates; nonstandard; case; random; Fisher; information; matrix; weak; convergence (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (6)

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