Trend and seasonality estimation for point-process time series
Methodology
2026-05-22 v1
Abstract
This article introduces estimators of trend and seasonality for time series of point processes. We assume the point processes follow a temporal or spatial doubly-stochastic Poisson model with log-Gaussian intensity functions. The proposed estimators are computationally simple M-estimators. Their asymptotic distribution is derived, and their finite-sample performance is studied by simulation. As an example of real-data application, we study the patterns of bike demand in the Divvy bike-sharing system of the city of Chicago.
Cite
@article{arxiv.2605.21884,
title = {Trend and seasonality estimation for point-process time series},
author = {Daniel Gervini and Simon A. Kopischke},
journal= {arXiv preprint arXiv:2605.21884},
year = {2026}
}