Parametric time series analysis of extreme events in earthquake electrical precursors

A statistical method to evaluate extreme events in earthquake precursory signals of electrical nature is proposed. The occurrence probability of seismo-electrical anomalies is computed by means of a parametric time series approach. In order to avoid the influence of external noise, a preliminary filtering of the electrical signals is performed. In a second step an autoregressive model to describe the residual time series is suitably identified and fitted to the data. Finally, parametric inference of extreme events is carried out on the basis of the selected model. The performance of the technique has been evaluated by considering geoelectrical time series recorded by an automatic station, located on the Southern Apennine chain (Italy). This region was interested by the November 1980, Irpinia-Basilicata earthquake and it is one of the most active areas of the Mediterranean region. Finally, a possible correlation between electrical anomalies and seismic events occurred in the area is discussed.