Self-exciting counting process systems with finite state space (Q915264)
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scientific article; zbMATH DE number 4151539
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| English | Self-exciting counting process systems with finite state space |
scientific article; zbMATH DE number 4151539 |
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Self-exciting counting process systems with finite state space (English)
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1990
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The author characterizes the class of counting processes that admit an intensity which is a function of a finite state process that is Markov with respect to the \(\sigma\)-algebras generated by the corresponding counting process.
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stochastic realization theory
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counting process
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0.7427213788032532
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0.7423182725906372
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0.726001501083374
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