A Dynamic Approach to The Statistical Analysis of Point Processes
提出一种基于分段常数强度率的点过程分析方法，利用贝叶斯推断进行在线估计、滤波和预测，并给出无协变量情形下连续时间强度率的极限方程及数值例子。
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.