Exact Bayesian Inference for Diffusion-Driven Cox Processes

DOI10.1080/01621459.2023.2223791MaRDI QIDQ6631689zbMATH OpenFDO

Authors Flávio B. Gonçalves, Krzysztof Łatuszyński, Gareth O. Roberts

Publication date 1 November 2024

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/01621459.2023.2223791

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• scientific article; zbMATH DE number 3114766 (Why is no real title available?)
• Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling
• Latent diffusion models for survival analysis
• Log Gaussian Cox Processes
• Markov chain Monte Carlo for exact inference for diffusions
• Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
• Simulating events of unknown probabilities via reverse time martingales
• Statistical analysis of spatial and spatio-temporal point patterns
• Stochastic differential equations. An introduction with applications.

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