Statistical inference for detrended point processes

DOI10.1016/0304-4149(94)90127-9zbMath0792.62078OpenAlexW2018801039MaRDI QIDQ1327555

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)

Cites Work

• 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
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