A dynamic approach to the statistical analysis of point processes

DOI10.1093/BIOMET/79.1.39MaRDI QIDQ4020594zbMATH OpenOpenAlexFDO

Authors Dani Gamerman

Publication date 17 January 1993

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/79.1.39

zbMATH Keywords

explanatory variablesfilteringgamma processesno- covariates caseon-line estimationpiecewise constant intensity ratepiecewise self-exciting processpoint processespredictionsequential analysis of successive intervalssmoothingtime variationtime-continuous intensity rate

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

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• Measuring the association of stationary point processes using spectral analysis techniques
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• The statistical analysis of self exciting point processes
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• Estimating Millions of Dynamic Timing Patterns in Real Time
• scientific article; zbMATH DE number 897984 (Why is no real title available?)
• Functional data analysis for point processes with rare events
• Autoregressive Point Processes as Latent State-Space Models: A Moment-Closure Approach to Fluctuations and Autocorrelations
• Algorithms for point processes analysis
• Statistical inference for eye movement sequences using spatial and spatio-temporal point processes
• Hazard rate model and statistical analysis of a compound point process.
• Comparison of classical and Bayesian approaches for intervention analysis
• Point pattern analysis with spatially varying covariate effects, applied to the study of cerebrovascular deaths
• Dynamic latent space relational event model
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics

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