Remarks on the theory, computation and application of the spectral analysis of series of events

DOI10.1016/0022-460X(70)90077-5zbMath0196.21502MaRDI QIDQ5592746

Peter A. W. Lewis

Publication date: 1970

Published in: Journal of Sound and Vibration (Search for Journal in Brave)

zbMATH Keywords

statistics

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (12)

Least squares estimation of nonhomogeneous poisson processes ⋮ The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure ⋮ Covariance density estimation for autoregressive spectral modelling of point processes ⋮ Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior ⋮ SPECTRAL ANALYSIS OF STATIONARY POINT PROCESSES USING THE FAST FOURIER TRANSFORM ALGORITHM ⋮ Time series, point processes, and hybrids ⋮ BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA ⋮ A linear stochastic model of the single motor unit ⋮ Maximum likelihood estimation of Hawkes' self-exciting point processes ⋮ Further second-order properties of certain single-server queueing systems ⋮ A test for superadditivity of the mean value function of a non- homogeneous Poisson process ⋮ Consistent estimation of the intensity function of a cyclic Poisson process.

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