Cox point processes driven by Ornstein-Uhlenbeck type processes

DOI10.1007/s11009-007-9055-1zbMath1177.60051MaRDI QIDQ1042534

Kateřina Staňková Helisová, Viktor Beneš, R. Lechnerová

Publication date: 14 December 2009

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-007-9055-1

zbMATH Keywords

Ornstein-Uhlenbeck process; filtering; Cox process

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M30: Inference from spatial processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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Cites Work

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