Gamma Kernel Intensity Estimation in Temporal Point Processes |
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Authors: | G Marcon G Adelfio M Chiodi |
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Institution: | 1. Dipartimento di Scienze Statistiche e Matematiche “S. Vianelli” , Università degli Studi di Palermo , Palermo , Italy adelfio@unipa.it;3. Dipartimento di Scienze Statistiche e Matematiche “S. Vianelli” , Università degli Studi di Palermo , Palermo , Italy |
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Abstract: | 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. |
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Keywords: | Bounded domain Gamma kernel estimator Intensity function Temporal point processes |
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