Related papers: Multivariate integer-valued autoregressive models …
Seismic data are commonly modeled by a high-frequency single scattering approximation. This amounts to a linearization in the medium coefficient about a smooth background. The discontinuities are contained in the medium perturbation. The…
The ETAS model is widely employed to model the spatio-temporal distribution of earthquakes, generally using spatially invariant parameters. We propose an efficient method for the estimation of spatially varying parameters, using the…
Traditional econometric analyzes represent observations as vectors despite the inherent complexity of empirical data structures. When data are organized along dual classification dimensions, a matrix representation provides a more natural…
We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of assumptions, we show that existence of a stationary path for…
Statistical properties of earthquakes are studied both by the analysis of real earthquake catalog of Japan and by numerical computer simulations of the spring-block model in both one and two dimensions. Particular attention is paid to the…
The distribution of inter-occurrence time between seismic events is a quantity of great interest in seismic risk assessment. We evaluate this distribution for different models of earthquakes occurrence and follow two distinct approaches:…
It is an important task to model realized volatilities for high-frequency data in finance and economics and, as arguably the most popular model, the heterogeneous autoregressive (HAR) model has dominated the applications in this area.…
Spatially correlated data with an excess of zeros, usually referred to as zero-inflated spatial data, arise in many disciplines. Examples include count data, for instance, abundance (or lack thereof) of animal species and disease counts, as…
In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…
A new mixture vector autoregressive model based on Gaussian and Student's $t$ distributions is introduced. As its mixture components, our model incorporates conditionally homoskedastic linear Gaussian vector autoregressions and…
To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…
An extension of the RINAR(1) process for modelling discrete-time dependent counting processes is considered. The model RINAR(p) investigated here is a direct and natural extension of the real AR(p) model. Compared to classical INAR(p)…
The effect of spatial correlations on the spread of infectious diseases was investigated using a stochastic SIR (Susceptible-Infective-Recovered) model on complex networks. It was found that in addition to the reduction of the effective…
Aftershock sequences are of particular interest in seismic research since they may condition seismic activity in a given region over long time spans. While they are typically identified with periods of enhanced seismic activity after a…
Accurate prediction of road accidents remains challenging due to intertwined spatial, temporal, and contextual factors in urban traffic. We propose MSGAT-GRU, a multi-scale graph attention and recurrent model that jointly captures localized…
This study revisits the modeling of seismic fragility curves by applying ordinal regression models, offering an alternative to the commonly used log-normal distribution function. It compares various ordinal regression approaches, including…
We study statistical properties of spatial distances between successive earthquakes, the so-called hypocenter intervals, produced by a two-dimensional (2D) Burridge-Knopoff model involving stick-slip behavior. It is found that cumulative…
Modern earthwork compaction rollers collect location and compaction information as they traverse a compaction site. These roller measurement values present a challenging spatio-temporal statistical problem that requires careful…
Set-based transformer models for amortized probabilistic inference and meta-learning, such as neural processes, prior-fitted networks, and tabular foundation models, excel at single-pass marginal prediction. However, many applications…
In this chapter, we illustrate the use of split bulk-tail models and subasymptotic models motivated by extreme-value theory in the context of hazard assessment for earthquake-induced landslides. A spatial joint areal model is presented for…