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

DOI10.1111/JTSA.12585MaRDI QIDQ5012863zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3816881 (Why is no real title available?)
• scientific article; zbMATH DE number 44031 (Why is no real title available?)
• scientific article; zbMATH DE number 1321103 (Why is no real title available?)
• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• scientific article; zbMATH DE number 3200963 (Why is no real title available?)
• Inhomogeneous and modulated gamma processes
• Modelling Non-Homogeneous Poisson Processes with Almost Periodic Intensity Functions
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Simulation of nonhomogeneous poisson processes by thinning
• 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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