On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data

2021 ◽  
Author(s):  
Rodrigo Saul Gaitan ◽  
Keh‐Shin Lii
Keyword(s):  
Point Process ◽  
Almost Periodicity ◽  
Process Data ◽  
Point Process Data

scholarly journals Network Estimation From Point Process Data

2019 ◽  
Vol 65 (5) ◽  
pp. 2953-2975
Author(s):  
Benjamin Mark ◽  
Garvesh Raskutti ◽  
Rebecca Willett
Keyword(s):  
Point Process ◽  
Process Data ◽  
Network Estimation ◽  
Point Process Data

Multi-scale decomposition of point process data

2012 ◽  
Vol 16 (4) ◽  
pp. 625-652 ◽  
Author(s):  
Tao Pei ◽  
Jianhuan Gao ◽  
Ting Ma ◽  
Chenghu Zhou
Keyword(s):  
Point Process ◽  
Process Data ◽  
Multi Scale ◽  
Point Process Data

DEFINITION OF DISTANCE FOR MARKED POINT PROCESS DATA AND ITS APPLICATION TO RECURRENCE PLOT-BASED ANALYSIS OF EXCHANGE TICK DATA OF FOREIGN CURRENCIES

2010 ◽  
Vol 20 (11) ◽  
pp. 3699-3708 ◽  
Author(s):  
SATOSHI SUZUKI ◽  
YOSHITO HIRATA ◽  
KAZUYUKI AIHARA
Keyword(s):  
Point Process ◽  
Foreign Exchange ◽  
Marked Point ◽  
Recurrence Plot ◽  
Marked Point Process ◽  
Recurrence Plots ◽  
Process Data ◽  
Tick Data ◽  
Point Process Data ◽  
Definition Of

Recurrence plots are effective in analyzing nonstationary time series. Further, it is desirable to make the recurrence plot-based analysis applicable to marked point process data such as foreign exchange tick data. In this paper, we define a distance for marked point process data and establish the basis for further analyses. We also show that foreign exchange tick data have serial dependence using recurrence plots and the random shuffle surrogate method.

Point-Process Principal Components Analysis via Geometric Optimization

2013 ◽  
Vol 25 (1) ◽  
pp. 101-122 ◽  
Author(s):  
Victor Solo ◽  
Syed Ahmed Pasha
Keyword(s):  
Principal Components Analysis ◽  
Point Process ◽  
Principal Components ◽  
Neural Coding ◽  
Point Processes ◽  
Geometric Optimization ◽  
Process Data ◽  
Components Analysis ◽  
Point Process Data ◽  
Multivariate Point

There has been a fast-growing demand for analysis tools for multivariate point-process data driven by work in neural coding and, more recently, high-frequency finance. Here we develop a true or exact (as opposed to one based on time binning) principal components analysis for preliminary processing of multivariate point processes. We provide a maximum likelihood estimator, an algorithm for maximization involving steepest ascent on two Stiefel manifolds, and novel constrained asymptotic analysis. The method is illustrated with a simulation and compared with a binning approach.

scholarly journals A rotation test for behavioural point-process data

2008 ◽  
Vol 76 (4) ◽  
pp. 1429-1434 ◽  
Author(s):  
Stacy L. Deruiter ◽  
Andrew R. Solow
Keyword(s):  
Point Process ◽  
Process Data ◽  
Rotation Test ◽  
Point Process Data
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