No. 941

Title:

Multi-dimensional second-order residual analysis of space-time point processes and its applications in modelling earthquake data

Author(s):

Zhuang, Jiancang (Institute of Statistical Mathematics, 4-6-7 Minami Azabu, Minato-Ku, Tokyo)

Key words:

residual analysis: goodness-of-fit: point process: ETAS model: earthquake

Abstract:

    This paper proposes the principle of the second-order martingale-based residual analysis for space-time point processes. In order to illustrate the powers of the first- and second-order residuals, I apply them to the space-time epidemic-type aftershock sequence (ETAS) model for testing some important and interesting hypotheses associated with the features of earthquake clusters.