The following pages link to (Q4000186):
Displayed 50 items.
- Amplitude and phase variation of point processes (Q282475) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- Likelihood based inference for partially observed renewal processes (Q312128) (← links)
- On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications. (Q331317) (← links)
- Unbiased estimation of the volume of a convex body (Q335644) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Mutual excitation in Eurozone sovereign CDS (Q473225) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Probabilistic sampling of finite renewal processes (Q654409) (← links)
- Cure-rate estimation under case-1 interval censoring (Q713819) (← links)
- A copula model for marked point processes (Q746484) (← links)
- The martingale method: Introductory sketch and access to the literature (Q795455) (← links)
- MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue). (Q819849) (← links)
- On some properties of Bayesian estimators for a spatial inhomogeneous Poisson process model (Q964440) (← links)
- Diffraction of stochastic point sets: Explicitly computable examples (Q982424) (← links)
- Completely random signed measures (Q1012217) (← links)
- Nonparametric inference for sequential \(k\)-out-of-\(n\) systems (Q1029650) (← links)
- Compound processes as models for clumped parasite data (Q1042735) (← links)
- Testing of two sample proportional intensity assumption for non-homogeneous Poisson processes (Q1125525) (← links)
- Spectral density estimation for \(p\)-adic stationary processes (Q1128333) (← links)
- Limit theorems for Markov random walks (Q1314722) (← links)
- Recurring event data: A general model and related inference procedures (Q1361732) (← links)
- Estimation for renewal processes with unobservable gamma or Erlang interarrival times (Q1362184) (← links)
- Asymptotic behaviour of a number of repeated records (Q1365187) (← links)
- Nonparametric estimation of convex models via mixtures (Q1394762) (← links)
- A test of goodness of fit testing for stochastic intensities associated to counting processes. (Q1423126) (← links)
- Fold-up derivatives of set-valued functions and the change-set problem: a survey (Q1695752) (← links)
- Dynamic measurement of poverty: modeling and estimation (Q1711617) (← links)
- Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
- Random observations of marked Cox processes. Time insensitive functionals (Q1827063) (← links)
- A new method for proving weak convergence results applied to nonparametric estimators in survival analysis. (Q1879498) (← links)
- Weibull renewal processes (Q1895421) (← links)
- Maximum likelihood estimation for generalized semi-Markov processes (Q1911472) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Asymptotic equivalence for nonparametric regression with non-regular errors (Q1939553) (← links)
- Assessing transient carryover effects in recurrent event processes, with application to chronic health conditions (Q1940009) (← links)
- Nonparametric estimation for a two-dimensional renewal process (Q1950868) (← links)
- Truncated Hawkes point process modeling: system theory and system identification (Q2173919) (← links)
- Poisson source localization on the plane: the smooth case (Q2174523) (← links)
- Poisson source localization on the plane: change-point case (Q2183763) (← links)
- Territorial behaviour of buzzards versus random matrix spacing distributions (Q2225946) (← links)
- Brownian net with killing (Q2253860) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
- Functional estimation and hypothesis testing in nonparametric boundary models (Q2325335) (← links)
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution (Q2338100) (← links)
- On the point process of near-record values (Q2351816) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)