TY - JOUR PY - 1992// TI - A dynamic approach to the statistical analysis of point processes JO - Biometrika A1 - Gamerman, Dani SP - 39 EP - 50 VL - 79 IS - 1 N2 - SUMMARY An approach to the analysis of point processes based on sequential analysis of successive intervals assuming a piecewise constant intensity rate is presented. Bayesian inference for processes with explanatory variables is derived in terms of on-line estimation, filtering and prediction. Limiting equations for the time-continuous intensity rate are obtained and solved for the no-covariates case. Examples are provided and the approach is applied in a numerical example.

LA - SN - 0006-3444 UR - http://dx.doi.org/10.1093/biomet/79.1.39 ID - ref1 ER -