Statistical inference for detrended point processes

DOI10.1016/0304-4149(94)90127-9MaRDI QIDQ1327555zbMATH OpenOpenAlexFDO

Authors Helmut Pruscha

Publication date 26 July 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)90127-9

zbMATH Keywords

time seriesmaximum likelihood estimatortrend functionmultivariate point processperiodogram estimatorresidual processtrend removaldetrended processearthquake aftershock sequenceintegrated estimated trend functionmean intensityparametric intensity processsquared polynomialtransformed time scale

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Recommendations

• Inference for earthquake models: A self-correcting model
• scientific article; zbMATH DE number 50885
• A dynamic approach to the statistical analysis of point processes
• Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
• Estimating a parametric trend component in a continuous-time jump-type process

Cites work

• scientific article; zbMATH DE number 4024572 (Why is no real title available?)
• scientific article; zbMATH DE number 3499015 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3584689 (Why is no real title available?)
• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• scientific article; zbMATH DE number 3415236 (Why is no real title available?)
• Correction
• Estimating a parametric trend component in a continuous-time jump-type process
• Learning models with continuous time parameter and multivariate point processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

Cited in

(6)

• Inferring trends of point processes from non-iid samples
• Density estimation for associated sampling: A point process influenced approach
• scientific article; zbMATH DE number 3969958 (Why is no real title available?)
• scientific article; zbMATH DE number 5149099 (Why is no real title available?)
• Statistical Inference for Transformation Inhomogeneous Point Processes
• scientific article; zbMATH DE number 50885 (Why is no real title available?)

This page was built for publication: Statistical inference for detrended point processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1327555)