The Annals of Probability

The Identification of Point Process Systems

David R. Brillinger

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Abstract

A point process system is a random operator assigning a nonnegative integer-valued measure to a random nonnegative integer-valued measure. We define certain parameters for such a system and discuss the problem of estimating these parameters. We also consider the related problem of measuring the degree of association of two point processes.

Article information

Source
Ann. Probab., Volume 3, Number 6 (1975), 909-924.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176996218

Digital Object Identifier
doi:10.1214/aop/1176996218

Mathematical Reviews number (MathSciNet)
MR394865

Zentralblatt MATH identifier
0348.60076

JSTOR
links.jstor.org

Subjects
Primary: 60G10: Stationary processes
Secondary: 10K35 62M10: Time series, auto-correlation, regression, etc. [See also 91B84] 93B30: System identification

Keywords
Identification system point process stationary

Citation

Brillinger, David R. The Identification of Point Process Systems. Ann. Probab. 3 (1975), no. 6, 909--924. doi:10.1214/aop/1176996218. https://projecteuclid.org/euclid.aop/1176996218


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