# Some models for discretized series of events

Davison, A.C. and Ramesh, N.I.
(1996)
*Some models for discretized series of events.*
Journal of the American Statistical Association, 91 (434).
pp. 601-609.
ISSN 0162-1459 (Print), 1537-274X (Online)
(doi:10.1080/01621459.1996.10476929)

## Abstract

A discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals. Such data are common in environmental applications. We describe a class of models for them, based on an unobserved continuous-time discrete-state Markov process, which determines the rate of a doubly stochastic Poisson process, from which the binary time series is constructed by discretization. We discuss likelihood inference for these processes and their second-order properties and extend them to multiple series. An application involves modeling the times of exposures to air pollution at a number of receptors in Western Europe.

Item Type: | Article |
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Uncontrolled Keywords: | discretized series of events, models |

Subjects: | Q Science > QA Mathematics |

Pre-2014 Departments: | School of Computing & Mathematical Sciences School of Computing & Mathematical Sciences > Department of Mathematical Sciences School of Computing & Mathematical Sciences > Statistics & Operational Research Group |

Related URLs: | |

Last Modified: | 14 Oct 2016 08:59 |

URI: | http://gala.gre.ac.uk/id/eprint/71 |

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