Including covariates in a space-time point process with application to seismicity

Giada Adelfio () and Marcello Chiodi
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Giada Adelfio: Università degli Studi di Palermo
Marcello Chiodi: Università degli Studi di Palermo

Statistical Methods & Applications, 2021, vol. 30, issue 3, No 9, 947-971

Abstract: 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.

Keywords: Space-time point processes; ETAS model; R package for seismic data; Covariates (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10260-020-00543-5

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