Inference for a class of partially observed point process models

DOI10.1007/s10463-012-0375-8zbMath1396.60054arXiv1201.4529OpenAlexW2006397180MaRDI QIDQ2393149

Ajay Jasra, James S. Martin, Emma J. McCoy

Publication date: 7 August 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.4529

zbMATH Keywords

point processessequential Monte Carlointensity estimation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Sequential statistical analysis (62L10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR ⋮ Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers ⋮ Multilevel sequential Monte Carlo samplers

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