排序方式: 共有6条查询结果,搜索用时 15 毫秒
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In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogs. 相似文献
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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.
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Adelfio Giada Agosto Arianna Chiodi Marcello Giudici Paolo 《Statistical Methods and Applications》2021,30(2):665-688
Statistical Methods & Applications - We propose to study the dynamics of financial contagion by means of a class of point process models employed in the modeling of seismic contagion. The... 相似文献
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Students'' migration mobility is the new form of migration: students migrate to improve their skills and become more valued for the job market. The data regard the migration of Italian Bachelors who enrolled at Master Degree level, moving typically from poor to rich areas. This paper investigates the migration and other possible determinants on the Master Degree students'' performance. The Clustering of Effects approach for Quantile Regression Coefficients Modelling has been used to cluster the effects of some variables on the students'' performance for three Italian macro-areas. Results show evidence of similarity between Southern and Centre students, with respect to the Northern ones. 相似文献
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Giada Adelfio 《统计学通讯:模拟与计算》2013,42(4):437-448
A new approach based on the fit of a generalized linear regression model is introduced for detecting change-points in the variance of heteroscedastic Gaussian variables, with piecewise constant variance function. This approach overcome some limitations of both exact and approximate well-known methods that are based on successive application of search and tend to overestimate the real number of changes in the variance of the series. The proposed method just requires the computation of a gamma GLM with log-link, resulting in a very efficient algorithm even with large sample size and many change points to be estimated. 相似文献
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D’Angelo Nicoletta Siino Marianna D’Alessandro Antonino Adelfio Giada 《AStA Advances in Statistical Analysis》2022,106(4):633-671
AStA Advances in Statistical Analysis - In this paper, we propose the use of advanced and flexible statistical models to describe the spatial displacement of earthquake data. The paper aims to... 相似文献
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