Autocorrelation functions for point-process time series

DOI10.1111/JTSA.70018MaRDI QIDQ7402257zbMATH OpenFDO

Authors Daniel Gervini

Publication date 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.70018

zbMATH Keywords

Campbell's theoremCox processfunctional data analysisPoisson process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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