Document worth reading: “Lecture Notes: Temporal Point Processes and the Conditional Intensity Function”
These fast lecture notes embrace a not too technical introduction to stage processes on the time line. The focus lies on defining these processes using the conditional depth carry out. Furthermore, likelihood inference, methods of simulation and residual analysis for temporal stage processes specified by a conditional depth carry out are thought-about. Lecture Notes: Temporal Point Processes and the Conditional Intensity Function