• Corpus ID: 88512147

Multivariate integer-valued autoregressive models applied to earthquake counts

@article{Boudreault2011MultivariateIA,
  title={Multivariate integer-valued autoregressive models applied to earthquake counts},
  author={Mathieu Boudreault and Arthur Charpentier},
  journal={arXiv: Applications},
  year={2011}
}
In various situations in the insurance industry, in finance, in epidemiology, etc., one needs to represent the joint evolution of the number of occurrences of an event. In this paper, we present a multivariate integer-valued autoregressive (MINAR) model, derive its properties and apply the model to earthquake occurrences across various pairs of tectonic plates. The model is an extension of Karlis & Pedelis (2011) where cross autocorrelation (spatial contagion in a seismic context) is considered… 
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References

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