Modelling the mean of a doubly stochastic Poisson process by functional data analysis
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Cites work
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- Computational approaches to estimation in the principal component analysis of a stochastic process
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- Functional data analysis
- Generalized Poisson Models and their Applications in Insurance and Finance
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- scientific article; zbMATH DE number 1489837 (Why is no real title available?)
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- 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
(22)- Functional PLS logit regression model
- Forecasting binary longitudinal data by a functional PC-ARIMA model
- Discussion of different logistic models with functional data. Application to systemic lupus erythematosus
- Pairwise dynamic time warping for event data
- Forecasting a class of doubly stochastic Poisson processes
- Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events
- Nonparametric estimation of the pair correlation function of replicated inhomogeneous point processes
- Nonparametric inference for a doubly stochastic Poisson process
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
- Functional principal component modelling of the intensity of a doubly stochastic Poisson process
- scientific article; zbMATH DE number 69448 (Why is no real title available?)
- On the smoothing estimation problem for the intensity of a DSMPP
- Functional estimation of the random rate of a Cox process
- Maximum likelihood estimation of the dead time period duration in the modulated semi-synchronous generalized flow of events
- Functional principal component analysis of spatiotemporal point processes with applications in disease surveillance
- Semi-parametric learning of structured temporal point processes
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method
- Continuous and atlas-free analysis of brain structural connectivity
- PCA for point processes
- Variational Bayesian functional PCA
- Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach
- Functional approach to the random mean of a compound Cox process
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