Second-order residual analysis of spatiotemporal point processes and applications in model evaluation

成果类型:
Article
署名作者:
Zhuang, Jiancang
署名单位:
Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
刊物名称:
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN:
1369-7412
DOI:
10.1111/j.1467-9868.2006.00559.x
发表日期:
2006
页码:
635-653
关键词:
triggered seismicity earthquake aftershocks foreshocks
摘要:
The paper gives first-order residual analysis for spatiotemporal point processes that is similar to the residual analysis that has been developed by Baddeley and co-workers for spatial point processes and also proposes principles for second-order residual analysis based on the viewpoint of martingales. Examples are given for both first- and second-order residuals. In particular, residual analysis can be used as a powerful tool in model improvement. Taking a spatiotemporal epidemic-type aftershock sequence model for earthquake occurrences as the base-line model, second-order residual analysis can be useful for identifying many features of the data that are not implied in the base-line model, providing us with clues about how to formulate better models.