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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.
0
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Data of daily counts modelled as Poisson process: should it be compound?
Discretising time: As you noted, you do not directly observe the time-stamped data from the point process, but rather only the counts of events for given time bins, in your case, days. So, the assumpt …
13
votes
Accepted
MLE for a homogeneous Poisson process?
You can use Maximum Likelihood Estimation, either with synchronous data (time-binned data) or asynchronous data (time-stamped data). The likelihood function changes accordingly.
For time-binned (or s …
1
vote
Using Poisson process model for prediction
As pointed out in the previous answer by Glen_b, if it's a Poisson process, the wait time distribution is memoryless, i.e. the wait time until the next event does not depend on how much time has elaps …