Analyzing point processes subjected to random deletions

DOI10.2307/3315011MaRDI QIDQ3866836zbMATH OpenOpenAlexFDO

Authors David R. Brillinger

Publication date 1979

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315011

zbMATH Keywords

deletionestimationinferenceintensitynonstationarypoint processproduct density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Queueing theory (aspects of probability theory) (60K25) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• Bayes Linear Estimators of the Intensity Function of the Nonstationary Poisson Process
• Estimation and testing of an exponential polynomial rate function within the nonstationary Poisson process
• scientific article; zbMATH DE number 3502658 (Why is no real title available?)
• scientific article; zbMATH DE number 3216813 (Why is no real title available?)
• Simulation of nonhomogeneous poisson processes by thinning
• Statistical Analysis of Non-stationary Series of Events in a Data Base System
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes

Cited in

(3)

• Inference for thinned point processes, with application to Cox processes
• Trend analysis: Binary-valued and point cases
• Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies

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