Transforming spatial point processes into Poisson processes
From MaRDI portal
Publication:1593631
DOI10.1016/S0304-4149(98)00098-2zbMath0962.60029MaRDI QIDQ1593631
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
60G57: Random measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Residual Analysis for Spatial Point Processes (with Discussion), Residual analysis methods for space-time point processes with applications to earthquake forecast models in California, On non-simple marked point processes, Testing Separability in Spatial-Temporal Marked Point Processes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random space change for multiparameter point processes
- Stochastic integrals in the plane
- Poisson convergence in two dimensions with application to row and column exchangeable arrays
- A characterization of the spatial Poisson process and changing time
- A simple proof of the multivariate random time change theorem for point processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Random time changes for multivariate counting processes
- Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
- Statistics for Spatial Data
- Integrability of Expected Increments of Point Processes and a Related Random Change of Scale