A dynamic approach to the statistical analysis of point processes (Q4020594)
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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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