A point process approach to filtered processes

DOI10.1023/B:MCAP.0000045089.40163.C7zbMATH Open1063.60074MaRDI QIDQ1762883FDOQ1762883

Authors: Julien Michel 

Publication date: 11 February 2005

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

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zbMATH Keywords

simulationoverflowfiltered point processesrainfall processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05) Other physical applications of random processes (60K40)

Cited In (12)

• On filtered binary processes
• Filtered statistical models and Hellinger processes
• EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK
• On a process derived from a filtered Poisson process
• Filtering the histories of a partially observed marked point process
• Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque
• Suboptimal nonlinear filtering of the rate of an observed point process
• Cox point processes driven by Ornstein-Uhlenbeck type processes
• Filtering of derived point processes
• Title not available (Why is that?)
• The general cumulants for a filtered point process
• A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process

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