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Estimation of the arrival times of seismic waves by multivariate time series model

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Publication:1207640
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DOI10.1007/BF00053364zbMath0850.62758MaRDI QIDQ1207640

Genshiro Kitagawa, Tetsuo Takanami

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)



Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Seismology (including tsunami modeling), earthquakes (86A15) Applications of statistics (62P99) Survival analysis and censored data (62N99)


Related Items

Signal Extraction Problems in Seismology, Recurrence plots revisited, A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models, Targeting Kollo skewness with random orthogonal matrix simulation



Cites Work

  • A procedure for the modeling of non-stationary time series
  • Numerical methods for solving linear least squares problems
  • Changing spectrum estimation
  • A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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