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For questions about the theory or applications of the Poisson process, one of the most widely applied point processes in statistics and elsewhere.

1 vote
1 answer
154 views

Data of daily counts modelled as Poisson process: should it be compound?

I understand that one of the basic assumptions of a Poisson process is that in a small enough interval, the probability of more than one arrival is negligible. In my case, I have data that shows the …
theQman's user avatar
  • 697
8 votes
3 answers
6k views

MLE for a homogeneous Poisson process?

If we have a data set consisting of event times $\{t_1, t_2, \ldots, t_N\}$ and would like to model this as a Poisson process with intensity $\lambda$, how do we do it? Intuitively, I would expect tha …
theQman's user avatar
  • 697