A dynamic approach to the statistical analysis of point processes

DOI10.1093/biomet/79.1.39zbMath0754.62068OpenAlexW1969672031MaRDI QIDQ4020594

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

predictionsmoothingfilteringtime variationpoint processesgamma processeson-line estimationexplanatory variablesno- covariates casepiecewise constant intensity ratepiecewise self-exciting processsequential analysis of successive intervalstime-continuous intensity rate

Mathematics Subject Classification ID

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

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