Statistical Analysis of Temporal Variations of Seismicity Level in Some Italian Regions

Rotondi and Pagliano considered the problem of identifying periods with different seismicity levels as a multiple-changepoint problem: after having estimated the complete part of the historical catalog related to a seismic source zone, inference was made about the number and the location of k ≥ 1 changepoints of the occurrence rate in a sequence of n observations from a generalized Poisson process through a stepwise procedure. In this work, we extend such a method estimating the number of changepoints, their location, and other model parameters simultaneously. A fundamental role is played by new computational methods based on the simulation of Markov chains. In particular, we have applied a new version of the reversible jump Metropolis–Hastings algorithm to the data of some Italian seismic sources and we have identified periods with alternately higher and lower seismic activity levels. Copyright Kluwer Academic Publishers 1999