Transforming spatial point processes into Poisson processes

DOI10.1016/S0304-4149(98)00098-2zbMath0962.60029OpenAlexW2017501222MaRDI QIDQ1593631

Frederic Paik Schoenberg

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00098-2

zbMATH Keywords

stopping timepoint processPoisson processcompensatorpredictable set

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Amplitude and phase variation of point processes ⋮ Testing Separability in Spatial-Temporal Marked Point Processes ⋮ Asymptotic goodness-of-fit tests for point processes based on scaled empirical K-functions ⋮ Point process diagnostics based on weighted second-order statistics and their asymptotic properties ⋮ Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts ⋮ On non-simple marked point processes ⋮ Assessment of point process models for earthquake forecasting ⋮ FLEXIBLE STATISTICAL MODELLING OF THE OCCURRENCES OF TRANSCRIPTION FACTOR BINDING SITES ALONG A DNA SEQUENCE ⋮ Residual analysis methods for space-time point processes with applications to earthquake forecast models in California ⋮ Residual Analysis for Spatial Point Processes (with Discussion) ⋮ Local spatial log-Gaussian Cox processes for seismic data

Uses Software

• spatial

Cites Work

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