Time series, point processes, and hybrids

DOI10.2307/3315583zbMath0811.60026OpenAlexW2164313073MaRDI QIDQ4311478

David R. Brillinger

Publication date: 26 October 1994

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315583

zbMATH Keywords

time seriespoint processesmarked point processesbispectrumthird- order cumulant function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ Natural time analysis together with non-extensive statistical mechanics shorten the time window of the impending 2011 Tohoku \(M9\) earthquake in Japan ⋮ Cross-spectral properties of a spatial point-lattice process ⋮ Parametric Modeling of Reaction Time Experiment Data ⋮ Properties of residuals for spatial point processes ⋮ The endo–exo problem in high frequency financial price fluctuations and rejecting criticality ⋮ Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Cites Work

• Likelihood analysis of spatial inhomogeneity for marked point patterns
• An introduction to the theory of point processes
• On Correlations of Marked Point Processes
• Formulas for the second-order analysis of marked point processes
• THE COMPARISON OF LEAST SQUARES AND THIRD-ORDER PERIODOGRAM PROCEDURES IN THE ESTIMATION OF BIFREQUENCY
• The asymptotic distribution of the Whittaker periodogram and a related chi-squared statistic for stationary processes
• Two extreme value processes arising in hydrology
• Approximating Point Process Likelihoods with GLIM
• Remarks on the theory, computation and application of the spectral analysis of series of events
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Time series, point processes, and hybrids