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The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process

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Summary

The computational aspect of the fitting of a parametric model for the analysis of the influence of an input to a point process output is discussed. The feasibility of the procedure is demonstrated by an artificial example. Its practical utility is illustrated by applying it to the analysis of the causal relation between two earthquake series data from certain seismic regions of Japan.

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Authors
  1. Y. Ogata
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  2. H. Akaike
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  3. K. Katsura
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Ogata, Y., Akaike, H. & Katsura, K. The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process. Ann Inst Stat Math 34, 373–387 (1982). https://doi.org/10.1007/BF02481037

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  • DOI: https://doi.org/10.1007/BF02481037

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