A Multidimensional Fractional Hawkes Process for Multiple Earthquake Mainshock Aftershock Sequences

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Title

A Multidimensional Fractional Hawkes Process for Multiple Earthquake Mainshock Aftershock Sequences

Content partner

University of Otago

Collection

Otago University Research Archive

Description

Most point process models for earthquakes currently in the literature assume the magnitude distribution is i.i.d. potentially hindering the ability of the model to describe the main features of data sets containing multiple earthquake mainshock aftershock sequences in succession. This study presents a novel multidimensional fractional Hawkes process model designed to capture magnitude dependent triggering behaviour by incorporating history dependence into the magnitude distribution. This is d...

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Format

Research paper

Research format

Scholarly text / Journal article

Thesis level

Preprint

Date created

2024-04-01

Creator

Davis, Louis / Baeumer, Boris / Wang, Ting

URL

https://hdl.handle.net/10523/40811

Related subjects

Statistics - Applications

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