Second-order residual analysis of spatiotemporal point processes and applications in model evaluation
Author: Zhuang, Jiancang
Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 68, Number 4, September 2006 , pp. 635-653(19)
The paper gives first-order residual analysis for spatiotemporal point processes that is similar to the residual analysis that has been developed by Baddeley and co-workers for spatial point processes and also proposes principles for second-order residual analysis based on the viewpoint of martingales. Examples are given for both first- and second-order residuals. In particular, residual analysis can be used as a powerful tool in model improvement. Taking a spatiotemporal epidemic-type aftershock sequence model for earthquake occurrences as the base-line model, second-order residual analysis can be useful for identifying many features of the data that are not implied in the base-line model, providing us with clues about how to formulate better models.
Document Type: Research Article
Affiliations: Institute of Statistical Mathematics, Tokyo, Japan
Publication date: September 2006