Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages

DOI10.1214/009053605000000336zbMath1078.62106arXivmath/0508283MaRDI QIDQ2583419

Publication date: 16 January 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508283

zbMATH Keywords

cumulants; Lévy measure; multiplicative intensity models; inhomogeneous Poisson process; generalized gamma process; weighted Chinese restaurant

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62G05: Nonparametric estimation

62F15: Bayesian inference

62M99: Inference from stochastic processes

60G57: Random measures

62G99: Nonparametric inference

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Cites Work