New Zealand Statistical Association
2004 Conference
Submitted Talks

David Vere-Jones
VUW/SRA

Self-Similarity for Marked Point Process Models

Self-similarity won't work for simple point process models, because of the integer character of the realizations. But it can work for marked point processes if you consider the cumulative sum of marks as the relevant variable. The crucial question then is what features of the marked point process structure will give you self-similarity for this cumulative process.

A simple criterion will be suggested, and used to suggest the modifications needed to make the standard ETAS earthquake model into an exactly self-similar model.