Forecasting a point process with an ARIMA model

DOI10.1080/03610926.2014.936560zbMath1397.62310OpenAlexW2340464854MaRDI QIDQ2817135

Chih-Hsiang Ho

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.936560

zbMATH Keywords

time seriespower-law processempirical recurrence rateERR-plot

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• On a measure of lack of fit in time series models
• Continuous-time estimation of A change-point in a poisson process
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS

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