On Non-simple Marked Point Processes
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DOI: 10.1007/s10463-005-0003-y
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- Brown, Timothy C. & Gopalan Nair, M., 1988. "Poisson approximations for time-changed point processes," Stochastic Processes and their Applications, Elsevier, vol. 29(2), pages 247-256, September.
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- Baichuan Yuan & Frederic P. Schoenberg & Andrea L. Bertozzi, 2021. "Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1127-1152, December.
- Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2023. "Forecasting extreme financial risk: A score-driven approach," International Journal of Forecasting, Elsevier, vol. 39(2), pages 720-735.
- Frederic Paik Schoenberg & Marc Hoffmann & Ryan J. Harrigan, 2019. "A recursive point process model for infectious diseases," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1271-1287, October.
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Keywords
Point process; Simplicity; Counting process; Jump process; Conditional intensity; Random time change; Random thinning;All these keywords.
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