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Estimation of the parameters of ETAS models by Simulated Annealing
This paper proposes a new algorithm to estimate the maximum likelihood parameters of an Epidemic Type Aftershock Sequences (ETAS) model. It is based on Simulated Annealing, a versatile method that solves problems of global optimization and ensures convergence to a global optimum. The procedure is te...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Nature Publishing Group
2015
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4325320/ https://www.ncbi.nlm.nih.gov/pubmed/25673036 http://dx.doi.org/10.1038/srep08417 |