کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
416950 | 681424 | 2011 | 7 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: A random effects epidemic-type aftershock sequence model A random effects epidemic-type aftershock sequence model](/preview/png/416950.png)
We consider an extension of the temporal epidemic-type aftershock sequence (ETAS) model with random effects as a special case of a well-known doubly stochastic self-exciting point process. The new model arises from a deterministic function that is randomly scaled by a nonnegative random variable, which is unobservable but assumed to follow either positive stable or one-parameter gamma distribution with unit mean. Both random effects models are of interest although the one-parameter gamma random effects model is more popular when modeling associated survival times. Our estimation is based on the maximum likelihood approach with marginalized intensity. The methods are shown to perform well in simulation experiments. When applied to an earthquake sequence on the east coast of Taiwan, the extended model with positive stable random effects provides a better model fit, compared to the original ETAS model and the extended model with one-parameter gamma random effects.
Journal: Computational Statistics & Data Analysis - Volume 55, Issue 4, 1 April 2011, Pages 1610–1616