Bootstrap inference for the Epidemic-type aftershock sequence (ETAS) model

Desideri, Ernesto (A.A. 2024/2025) Bootstrap inference for the Epidemic-type aftershock sequence (ETAS) model. Tesi di Laurea in Data analysis for business, Luiss Guido Carli, relatore Alessia Caponera, pp. 19. [Bachelor's Degree Thesis]

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Abstract/Index

Point processes. Binomial distribution. Poisson distribution. Homogeneous poisson point processes. Non-homogeneous poisson point processes. Hawkes processes. ETAS model. Bootstrap inference for point processes. The Bootstrap. Implementation and results. Data description. Data preparation and ETAS model implementation. FIB and RIB implementation. Results.

References

Bibliografia: p. 19.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair: Data analysis for business
Thesis Supervisor: Caponera, Alessia
Academic Year: 2024/2025
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 26 Nov 2025 16:30
Last Modified: 26 Nov 2025 16:30
URI: https://tesi.luiss.it/id/eprint/44104

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