On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data

DOI10.1111/JTSA.12585zbMATH Open1493.62507OpenAlexW3127435542MaRDI QIDQ5012863FDOQ5012863

Authors: Rodrigo Saul Gaitan, Keh-Shin Lii 

Publication date: 25 November 2021

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

Full work available at URL: https://doi.org/10.1111/jtsa.12585

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zbMATH Keywords

point processalmost periodicnon-stationaryBartlett periodograminhomogeneous Gamma process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09)

Cites Work

• Simulation of nonhomogeneous poisson processes by thinning
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• Modelling Non-Homogeneous Poisson Processes with Almost Periodic Intensity Functions
• Inhomogeneous and modulated gamma processes
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Title not available (Why is that?)
• The first and second order moment structure of an inhomogeneous gamma point process

Cited In (1)

• Non-standard asymptotics in an inhomogeneous gamma process

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