Pages that link to "Item:Q5592746"
From MaRDI portal
The following pages link to Remarks on the theory, computation and application of the spectral analysis of series of events (Q5592746):
Displaying 12 items.
- Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041) (← links)
- The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure (Q1094061) (← links)
- Covariance density estimation for autoregressive spectral modelling of point processes (Q1120240) (← links)
- A linear stochastic model of the single motor unit (Q1167081) (← links)
- Further second-order properties of certain single-server queueing systems (Q1218693) (← links)
- A test for superadditivity of the mean value function of a non- homogeneous Poisson process (Q1844527) (← links)
- Consistent estimation of the intensity function of a cyclic Poisson process. (Q1867191) (← links)
- Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior (Q4019291) (← links)
- SPECTRAL ANALYSIS OF STATIONARY POINT PROCESSES USING THE FAST FOURIER TRANSFORM ALGORITHM (Q4021570) (← links)
- Time series, point processes, and hybrids (Q4311478) (← links)
- BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA (Q4324816) (← links)
- Least squares estimation of nonhomogeneous poisson processes (Q4519166) (← links)
