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stat.AP2021
Bayesian Estimation of the ETAS Model for Earthquake Occurrences
Gordon J Ross
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model…
stat.ME2021
Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
Gordon J. Ross
Change point methods are used to divide a sequence of observations into segments with different behaviour. Often, the distributional form of the observations is unknown, but the ch…