Autoregressive moving average models of earthquake records
F. Kozin · Probabilistic Engineering Mechanics · 1988
In this paper, we present a brief survey of literature concerned with fitting ARMA models to earthquake record data. This is, in a sense, relatively new for the earthquake record problem. The major conceptual difficulty is due to the nonstationary character of the data, and the fact that only single records are available from which to estimate the various coefficients. Thus, proper statistical methods must be developed and applied to account for this inherent problem. We briefly discuss a number of approaches that have been taken to generate statistically reliable and useful nonstationary models for earthquake engineering studies, and state a few problems of importance in the further development of this method.