Bayesian inference for partially observed multiplicative intensity processes
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Cites work
- scientific article; zbMATH DE number 6378055 (Why is no real title available?)
- Adaptive estimation for Hawkes processes; application to genome analysis
- Applied nonparametric statistics in reliability
- Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
- FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model
- Inference from iterative simulation using multiple sequences
- Maximum local partial likelihood estimators for the counting process intensity function and its derivatives
- Nonparametric inference for a family of counting processes
- On age-dependent branching processes with immigration
- Particle filters for continuous-time jump models in tracking applications
- Statistical models based on counting processes
- The Calculation of Posterior Distributions by Data Augmentation
Cited in
(5)- Bayesian partial likelihood approach for tied observations
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
- Statistical inference for the intensity in a partially observed jump diffusion
- scientific article; zbMATH DE number 5732571 (Why is no real title available?)
- Likelihood based inference for partially observed renewal processes
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