Covariance density estimation for autoregressive spectral modelling of point processes

DOI10.1007/BF00198766zbMath0672.62097OpenAlexW2094740839WikidataQ52543397 ScholiaQ52543397MaRDI QIDQ1120240

N. B. Jones, P. J. A. Lago, A. P. Rocha

Publication date: 1989

Published in: Biological Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00198766

zbMATH Keywords

point processesestimation algorithmsLevinson recursionconditional intensity functioncovariance densityautoregressive spectral analysisCAT principleminimum AICneurobiological datapositive semidefinite estimatesYule-Walker type equations

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Some recent advances in time series modeling
• Remarks on the theory, computation and application of the spectral analysis of series of events
• A new look at the statistical model identification
• Unnamed Item