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A space-time clustering model for historical earthquakes

Author

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  • F. Musmeci
  • D. Vere-Jones

Abstract

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Suggested Citation

  • F. Musmeci & D. Vere-Jones, 1992. "A space-time clustering model for historical earthquakes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(1), pages 1-11, March.
    • Handle: RePEc:spr:aistmt:v:44:y:1992:i:1:p:1-11
    DOI: 10.1007/BF00048666
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    References listed on IDEAS

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    1. Ogata, Y. & Vere-Jones, D., 1984. "Inference for earthquake models: A self-correcting model," Stochastic Processes and their Applications, Elsevier, vol. 17(2), pages 337-347, July.
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    Citations

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    Cited by:

    1. Yosihiko Ogata & Koichi Katsura & Masaharu Tanemura, 2003. "Modelling heterogeneous space–time occurrences of earthquakes and its residual analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(4), pages 499-509, October.
    2. Hainaut, Donatien, 2021. "Moment generating function of non-Markov self-excited claims processes," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 406-424.
    3. Vere-Jones, David, 1995. "Forecasting earthquakes and earthquake risk," International Journal of Forecasting, Elsevier, vol. 11(4), pages 503-538, December.
    4. Li, Zhongping & Cui, Lirong & Chen, Jianhui, 2018. "Traffic accident modelling via self-exciting point processes," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 312-320.
    5. Ketelbuters, John John & Hainaut, Donatien, 2021. "Time-Consistent Evaluation of Credit Risk with Contagion," LIDAM Discussion Papers ISBA 2021004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Hainaut, Donatien, 2019. "Fractional Hawkes processes," LIDAM Discussion Papers ISBA 2019016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Hainaut, Donatien, 2021. "Moment generating function of non-Markov self-excited claims processes," LIDAM Discussion Papers ISBA 2021028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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