A Cox process with log-normal intensity.
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Publication:1413360
DOI10.1016/S0167-6687(02)00152-XzbMath1055.91038MaRDI QIDQ1413360
Angelos Dassios, Sankarshan Basu
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
60G15: Gaussian processes
60G35: Signal detection and filtering (aspects of stochastic processes)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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