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Simulation of nonhomogeneous poisson processes by thinning

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  1. Swishchuk, Anatoliy & Zagst, Rudi & Zeller, Gabriela, 2021. "Hawkes processes in insurance: Risk model, application to empirical data and optimal investment," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 107-124.
  2. Drent, Collin & Drent, Melvin & Arts, Joachim, 2024. "Condition-based production for stochastically deteriorating systems: Optimal policies and learning," Other publications TiSEM 69737ccb-2893-497d-b597-e, Tilburg University, School of Economics and Management.
  3. Xin-Yu Tian & Xincheng Shi & Cheng Peng & Xiao-Jian Yi, 2021. "A Reliability Growth Process Model with Time-Varying Covariates and Its Application," Mathematics, MDPI, vol. 9(8), pages 1-15, April.
  4. Rodrigo Saul Gaitan & Keh‐Shin Lii, 2021. "On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 711-736, September.
  5. Sobin Joseph & Shashi Jain, 2023. "A neural network based model for multi-dimensional nonlinear Hawkes processes," Papers 2303.03073, arXiv.org.
  6. Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023. "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, vol. 235(1), pages 133-165.
  7. Lu Shaochuan, 2023. "Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation," International Statistical Review, International Statistical Institute, vol. 91(1), pages 88-113, April.
  8. R. Guo & C. E. Love, 1994. "Simulating nonhomogeneous poisson processes with proportional intensities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(4), pages 507-522, June.
  9. Robert T. Holden, 1985. "Failure Time Models for Thinned Crime Commission Data," Sociological Methods & Research, , vol. 14(1), pages 3-30, August.
  10. G. Avlogiaris & A. C. Micheas & K. Zografos, 2019. "A Criterion for Local Model Selection," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(2), pages 406-444, December.
  11. Li, Dongmin & Hu, Qingpei & Wang, Lujia & Yu, Dan, 2019. "Statistical inference for Mt/G/Infinity queueing systems under incomplete observations," European Journal of Operational Research, Elsevier, vol. 279(3), pages 882-901.
  12. 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.
  13. Christoph Zechner & Heinz Koeppl, 2014. "Uncoupled Analysis of Stochastic Reaction Networks in Fluctuating Environments," PLOS Computational Biology, Public Library of Science, vol. 10(12), pages 1-9, December.
  14. Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi, 2020. "Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 52-70.
  15. Ran Liu & Michael E. Kuhl & Yunan Liu & James R. Wilson, 2019. "Modeling and Simulation of Nonstationary Non-Poisson Arrival Processes," INFORMS Journal on Computing, INFORMS, vol. 31(2), pages 347-366, April.
  16. Sidorov, Sergei & Mironov, Sergei, 2021. "Growth network models with random number of attached links," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 576(C).
  17. Jie Chen & Joseph Glaz, 2016. "Multiple Window Scan Statistics for Two Dimensional Poisson Processes," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 967-977, December.
  18. Giesecke, K. & Schwenkler, G., 2019. "Simulated likelihood estimators for discretely observed jump–diffusions," Journal of Econometrics, Elsevier, vol. 213(2), pages 297-320.
  19. Andreia Monteiro & Raquel Menezes & Maria Eduarda Silva, 2021. "Modelling informative time points: an evolutionary process approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 364-382, June.
  20. Julio A. Crego, 2017. "Short Selling Ban and Intraday Dynamics," Working Papers wp2017_1715, CEMFI.
  21. Dassios, Angelos & Zhao, Hongbiao, 2017. "Efficient simulation of clustering jumps with CIR intensity," LSE Research Online Documents on Economics 74205, London School of Economics and Political Science, LSE Library.
  22. Ivan Jericevich & Dharmesh Sing & Tim Gebbie, 2021. "CoinTossX: An open-source low-latency high-throughput matching engine," Papers 2102.10925, arXiv.org.
  23. Xiaoting Li & Christian Genest & Jonathan Jalbert, 2021. "A self‐exciting marked point process model for drought analysis," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
  24. Angelos Dassios & Hongbiao Zhao, 2017. "Efficient Simulation of Clustering Jumps with CIR Intensity," Operations Research, INFORMS, vol. 65(6), pages 1494-1515, December.
  25. Mohammadi, M. & Rezakhah, S. & Modarresi, N., 2020. "Semi-Lévy driven continuous-time GARCH process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
  26. Lamprinakou, Stamatina & Barahona, Mauricio & Flaxman, Seth & Filippi, Sarah & Gandy, Axel & McCoy, Emma J., 2023. "BART-based inference for Poisson processes," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
  27. Abhinav Garg & Naman Shukla & Lavanya Marla & Sriram Somanchi, 2021. "Distribution Shift in Airline Customer Behavior during COVID-19," Papers 2111.14938, arXiv.org, revised Dec 2021.
  28. Kyungsub Lee, 2023. "Multi-kernel property in high-frequency price dynamics under Hawkes model," Papers 2302.11822, arXiv.org.
  29. Julio A. Crego, 2017. "Short Selling Ban and Intraday Dynamics," Working Papers wp2018_1715, CEMFI.
  30. Canyakmaz, Caner & Özekici, Süleyman & Karaesmen, Fikri, 2019. "An inventory model where customer demand is dependent on a stochastic price process," International Journal of Production Economics, Elsevier, vol. 212(C), pages 139-152.
  31. Achini Wellalage & Mark Fackrell & Lele Zhang, 2024. "A Monte Carlo simulation-based simulated annealing algorithm for predicting the minimum staffing requirement at a blood donor centre," Annals of Operations Research, Springer, vol. 342(3), pages 1945-1990, November.
  32. Gao, Lisa & Shi, Peng, 2022. "Leveraging high-resolution weather information to predict hail damage claims: A spatial point process for replicated point patterns," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 161-179.
  33. Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2019. "Infinitely Stochastic Micro Forecasting," Papers 1908.10636, arXiv.org, revised Sep 2019.
  34. Hermann, Simone & Ickstadt, Katja & Müller, Christine H., 2018. "Bayesian prediction for a jump diffusion process – With application to crack growth in fatigue experiments," Reliability Engineering and System Safety, Elsevier, vol. 179(C), pages 83-96.
  35. Huh, Woonghee Tim & Lee, Jaywon & Park, Heesang & Park, Kun Soo, 2019. "The potty parity problem: Towards gender equality at restrooms in business facilities," Socio-Economic Planning Sciences, Elsevier, vol. 68(C).
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