A dynamic approach to the statistical analysis of point processes (Q4020594): Difference between revisions

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Latest revision as of 23:01, 19 March 2024

scientific article
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English
A dynamic approach to the statistical analysis of point processes
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    A dynamic approach to the statistical analysis of point processes (English)
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    17 January 1993
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    piecewise self-exciting process
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    smoothing
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    time variation
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    gamma processes
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    point processes
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    sequential analysis of successive intervals
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    piecewise constant intensity rate
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    explanatory variables
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    on-line estimation
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    filtering
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    prediction
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    time-continuous intensity rate
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    no- covariates case
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