A self-correcting point process

DOI10.1016/0304-4149(79)90008-5MaRDI QIDQ1254059zbMATH OpenOpenAlexFDO

Authors V. Isham, Mark Westcott

Publication date 1979

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(79)90008-5

zbMATH Keywords

Comparison MethodControlled VariabilityCount-Conditional IntensityMarkov Birth ProcessPoint ProcessSelf-Correcting

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites work

• A non-Markovian birth process with logarithmic growth
• Bang-bang controls of point processes
• First-passage times in skip-free processes
• scientific article; zbMATH DE number 3149370 (Why is no real title available?)
• scientific article; zbMATH DE number 3683507 (Why is no real title available?)
• scientific article; zbMATH DE number 3599249 (Why is no real title available?)
• scientific article; zbMATH DE number 3209629 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• scientific article; zbMATH DE number 3312228 (Why is no real title available?)
• scientific article; zbMATH DE number 3421699 (Why is no real title available?)
• On the convergence of moments in stationary Markov chains
• Queueing output processes
• Regenerative stochastic processes
• The comparison method for stochastic processes

Cited in

(22)

• Hypotheses testing: Poisson versus stress-release
• Laws of large numbers in self-correcting point processes
• First-passage times in skip-free processes
• Consistent parametric estimation of the intensity of a spatial-temporal point process
• Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
• Inhomogeneous deep Q-network for time sensitive applications
• Point processes on directed linear networks
• Generalized evolutionary point processes: model specifications and model comparison
• Survival models and health sequences
• Inference for ETAS models with non-Poissonian mainshock arrival times
• Modelling dyadic interaction with Hawkes processes
• Mechanistic spatio-temporal point process models for marked point processes, with a view to forest stand data
• Representation learning for dynamic graphs: a survey
• Exact simulation of extrinsic stress-release processes
• Continuous Time-Interaction Processes for Population Size Estimation, with an Application to Drug Dealing in Italy
• Bayesian estimation of nonlinear Hawkes processes
• On non-asymptotic theory of recurrent neural networks in temporal point processes
• Latent Markov Time-Interaction Processes
• On the mixed extended generalized Pólya process and its stochastic intensity paradox
• Inference for earthquake models: A self-correcting model
• Parameter estimation for the simple self-correcting point process

This page was built for publication: A self-correcting point process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1254059)