Modelling non-homogeneous Poisson processes with almost periodic intensity functions

DOI10.1111/J.1467-9868.2010.00758.XMaRDI QIDQ4632655zbMATH OpenOpenAlexFDO

Authors Nan Shao, Keh-Shin Lii

Publication date 30 April 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2010.00758.x

zbMATH Keywords

almost periodic intensity functionBartlett periodogramestimationnon-homogeneous Poisson processpoint processprediction

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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