Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes

Carlo Grillenzoni ()

Statistical Inference for Stochastic Processes, 2006, vol. 9, issue 2, 135-160

Keywords: California earthquakes; exponential weighting; prediction error criteria; sequential nonparametric regression; space–time point processes; Primary: 60G55; 62G07; 62L12; Secondary: 62G08; 62M30; 86A32 (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11203-005-0167-3 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:9:y:2006:i:2:p:135-160

Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2

DOI: 10.1007/s11203-005-0167-3

Access Statistics for this article

Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin

More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().