Modelling the mean of a doubly stochastic Poisson process by functional data analysis
From MaRDI portal
Recommendations
- Functional principal component modelling of the intensity of a doubly stochastic Poisson process
- Nonparametric inference for a doubly stochastic Poisson process
- Estimation of linear functionals of Poisson processes
- Stochastic functional data analysis: a diffusion model-based approach
- Estimation of a regression function on a Poisson process
- scientific article; zbMATH DE number 69448
- Estimation and filtering on a doubly stochastic poisson process
Cites work
- scientific article; zbMATH DE number 50761 (Why is no real title available?)
- scientific article; zbMATH DE number 1489837 (Why is no real title available?)
- scientific article; zbMATH DE number 796800 (Why is no real title available?)
- scientific article; zbMATH DE number 802908 (Why is no real title available?)
- An introduction to the theory of point processes
- Approximation of estimators in the PCA of a stochastic process using B-splines
- Computational approaches to estimation in the principal component analysis of a stochastic process
- Forecasting a class of doubly stochastic Poisson processes
- Functional data analysis
- Generalized Poisson Models and their Applications in Insurance and Finance
- Monotone Piecewise Cubic Interpolation
- On the structure of the stochastic processes of mortgages in Spain
- Point processes and queues. Martingale dynamics
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process
Cited in
(20)- Functional principal component modelling of the intensity of a doubly stochastic Poisson process
- Functional PLS logit regression model
- scientific article; zbMATH DE number 7306886 (Why is no real title available?)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method
- Functional estimation of the random rate of a Cox process
- On the smoothing estimation problem for the intensity of a DSMPP
- Discussion of different logistic models with functional data. Application to systemic lupus erythematosus
- Nonparametric estimation of the pair correlation function of replicated inhomogeneous point processes
- Forecasting binary longitudinal data by a functional PC-ARIMA model
- Continuous and atlas-free analysis of brain structural connectivity
- scientific article; zbMATH DE number 69448 (Why is no real title available?)
- Variational Bayesian functional PCA
- Forecasting a class of doubly stochastic Poisson processes
- Functional approach to the random mean of a compound Cox process
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
- Maximum likelihood estimation of the dead time period duration in the modulated semi-synchronous generalized flow of events
- Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events
- Pairwise dynamic time warping for event data
- Functional principal component analysis of spatiotemporal point processes with applications in disease surveillance
- Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach
This page was built for publication: Modelling the mean of a doubly stochastic Poisson process by functional data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q959350)
