Citation

Gamerman DANI. Biometrika 1992; 79(1): 39-50.

Copyright

(Copyright © 1992, Biometrika Trust, Publisher Oxford University Press)

DOI

10.1093/biomet/79.1.39

PMID

unavailable

Abstract

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.