Statistical Modeling of Seismicity of Van Region by Using SETAR Model

Umran Kahraman Teksen, Yasin Asar, Hakan Basbozkurt, Serkan Akogul, Asir Genc

Abstract


In this study, earthquake data between 24.01.1905 and 18.04.2012 of the Van region is tried to be modeled by using self-exciting threshold autoregressive (SETAR) model.  In this study, constructive parameters are determined by using nonlinear-threshold test suggested by Tsay (1989). Conclusively, estimating values are obtained for the earthquake data.

Keywords


Self-exciting threshold autoregressive models, Time series

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