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

earthquakes; Markov renewal process; Weibull distribution; Bayesian inference; Gibbs sampling; semi-Markov process; predictive distribution

Mathematics Subject Classification ID

62F15: Bayesian inference

62M05: Markov processes: estimation; hidden Markov models

65C05: Monte Carlo methods

86A15: Seismology (including tsunami modeling), earthquakes

60K15: Markov renewal processes, semi-Markov processes

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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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