Bayesian estimation for a parametric Markov renewal model applied to seismic data

DOI10.1214/14-EJS952zbMath1317.60116arXiv1301.6494MaRDI QIDQ470508

Ilenia Epifani, Lucia Ladelli, Antonio Pievatolo

Publication date: 12 November 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6494

zbMATH Keywords

earthquakesMarkov renewal processWeibull distributionBayesian inferenceGibbs samplingsemi-Markov processpredictive distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Seismology (including tsunami modeling), earthquakes (86A15) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items

Statistical Inference for Renewal Processes ⋮ Hypotheses testing and posterior concentration rates for semi-Markov processes

Uses Software

• R
• JAGS

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