Nonstationary ETAS models for nonstandard earthquakes

DOI10.1214/14-AOAS759zbMath1304.86011arXiv1412.1922MaRDI QIDQ484059

Takao Kumazawa, Yosihiko Ogata

Publication date: 17 December 2014

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1922

zbMATH Keywords

change pointAkaike Bayesian Information Criterioninduced seismic activitytime-dependent parameterstwo-stage ETAS model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Seismology (including tsunami modeling), earthquakes (86A15) Applications of statistics to physics (62P35) Geostatistics (86A32) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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