Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes

Fuente: arXiv
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Main Authors: D'Angelo, Nicoletta, Adelfio, Giada, Mateu, Jorge
Format: Preprint
Published: 2022
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author D'Angelo, Nicoletta
Adelfio, Giada
Mateu, Jorge
author_facet D'Angelo, Nicoletta
Adelfio, Giada
Mateu, Jorge
contents We propose a local version of spatio-temporal log-Gaussian Cox processes using Local Indicators of Spatio-Temporal Association (LISTA) functions into the minimum contrast procedure to obtain space as well as time-varying parameters. We resort to the joint minimum contrast fitting method to estimate the set of second-order parameters. This approach has the advantage of being suitable in both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We present simulation studies to assess the performance of the proposed fitting procedure, and show an application to seismic spatio-temporal point pattern data.
format Preprint
id arxiv_https___arxiv_org_abs_2209_07153
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
D'Angelo, Nicoletta
Adelfio, Giada
Mateu, Jorge
Methodology
Computation
We propose a local version of spatio-temporal log-Gaussian Cox processes using Local Indicators of Spatio-Temporal Association (LISTA) functions into the minimum contrast procedure to obtain space as well as time-varying parameters. We resort to the joint minimum contrast fitting method to estimate the set of second-order parameters. This approach has the advantage of being suitable in both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We present simulation studies to assess the performance of the proposed fitting procedure, and show an application to seismic spatio-temporal point pattern data.
title Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
topic Methodology
Computation
url https://arxiv.org/abs/2209.07153