scientific article

From MaRDI portal
Publication:3228986

zbMath0067.37403MaRDI QIDQ3228986

David R. Cox

Publication date: 1955


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts, Detecting changes in task length due to task‐switching in the presence of repeated length‐biased sampling, Fractional Poisson processes of order \(k\) and beyond, Conditional intensity: A powerful tool for modelling and analysing point process data, Cox Point Processes: Why One Realisation Is Not Enough, Eine charakteristische Eigenschaft der doppelt stochastischen Poissonschen Prozesse, Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model, A Cox model for gradually disappearing events, The integrated nested Laplace approximation applied to spatial log-Gaussian Cox process models, A mechanistic spatio‐temporal modeling of COVID‐19 data, On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading, Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process, Bayesian prediction of jumps in large panels of time series data, Analysis of overdispersed paired count data, Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes, Compound trend renewal process with discounted claims: a unified approach, Spatial and spatio-temporal log-Gaussian Cox processes: extending the geostatistical paradigm, Second‐Order Analysis of Inhomogeneous Spatial Point Processes Using Case–Control Data, Mining periodic patterns and cascading bursts phenomenon in individual e-mail communication, Spatial Cox processes in an infinite-dimensional framework, The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases, Bayesian Analysis of Stochastic Processes in Reliability, A micro-level claim count model with overdispersion and reporting delays, A Stochastic Hybrid Framework for Obtaining Statistics of Many Random Walkers in a Switching Environment, The MISER criterion for imbalance in the analysis of covariance, Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility, On the statistical modeling and analysis of repairable systems, Valuing options in shot noise market, Joint Probability Density of the Intervals Length of the Modulated Semi-synchronous Integrated Flow of Events and Its Recurrence Conditions, CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY, Semi-Markov modulated Poisson process: probabilistic and statistical analysis, Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process, A Metric Space for Point Process Excitations, Two-step estimation procedures for inhomogeneous shot-noise Cox processes, Precise deviations for Cox processes with a shot noise intensity, Rate of coalescence of lineage pairs in the spatial \(\varLambda\)-Fleming-Viot process, Dual-frailty default intensity model: estimations and an application, Explicit results for the distribution of the number of customers served during a busy period for \(M^X/PH/1\) queue, The Hitchhiker's guide to nonlinear filtering, Sir David Cox: a wise and noble statistician (1924--2022), A study of additionally generated flows in systems with unlimited number of devices and recurrent servicing with the Markov summation method, Jump locations of jump-diffusion processes with state-dependent rates, A risk model with renewal shot-noise Cox process, From micro-correlations to macro-correlations, Multivariate claim processes with rough intensities: properties and estimation, Inférence statistique dans les processus stochastiques: Aperçu historique, A random effects epidemic-type aftershock sequence model, Adaptive tests of homogeneity for a Poisson process, Tail approximations of integrals of Gaussian random fields, Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes, Functional estimation of the random rate of a Cox process, Log-Gaussian Cox processes in infinite-dimensional spaces, A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK, A Cox process with log-normal intensity., Doubly Stochastic Poisson Model of Flagellar Length Control, Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity, Local characteristics and tangency of vector-valued martingales, Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes, Mixed-Poisson point process with partially observed covariates: ecological momentary assessment of smoking, A local maximum likelihood estimator for Poisson regression, Laws of large numbers in the raise and peel model, Lévy-based Cox point processes, A non-homogeneous Poisson process geostatistical model with spatial deformation, On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process, Effective behavior of cooperative and nonidentical molecular motors, A generalization of Matérn hard-core processes with applications to max-stable processes, Multiscale structure of UXO site characterization: spatial estimation and uncertainty quantification, A Bayesian hierarchical spatial point process model for multi-type neuroimaging meta-analysis, An elementary derivation of moments of Hawkes processes, Cox processes for counting by detection, Fluctuation effects in metapopulation models: percolation and pandemic threshold, Cox process functional learning, Modelling of limit order books by general compound Hawkes processes with implementations, Structured space-sphere point processes and \(K\)-functions, A Model-Based Approach for Making Ecological Inference from Distance Sampling Data, Statistical inference for the doubly stochastic self-exciting process, Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data, Thinning spatial point processes into Poisson processes, Nonparametric inference of doubly stochastic Poisson process data via the kernel method, Compound binomial risk model in a Markovian environment, The first Erlang century---and the next, Computing bounds on the expected maximum of correlated normal variables, Forecasting time series of inhomogeneous Poisson processes with application to call center workforce management, Risk processes with shot noise Cox claim number process and reserve dependent premium rate, Random point processes and martingales, Unnamed Item, Sensitivity summation theorems for stochastic biochemical reaction systems, Characterization of stochastic processes with conditionally independent increments, Stochastic backtrackings, Duration time-series models with proportional hazard, A second-order approximation for the variance of a renewal reward process, Maximum Likelihood Estimation of the Dead Time Period Duration in the Modulated Semi-synchronous Generalized Flow of Events, Stochastic resonance as an inherent property of rate-modulated random series of events, On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields, Pricing default events: surprise, exogeneity and contagion, Efficient simulation of Lévy-driven point processes, A numerical method for computing interval distributions for an inhomogeneous Poisson point process modified by random dead times, Estimating doubly stochastic Poisson process with affine intensities by Kalman filter, Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires, Limit theorems for the fractional nonhomogeneous Poisson process, Statistische Analyse des homogenen und des inhomogenen Poissonprozesses, Inference for Clustered Inhomogeneous Spatial Point Processes, Robust heavy-traffic approximations for service systems facing overdispersed demand, Second-Order Analysis of Semiparametric Recurrent Event Processes, Unnamed Item, A Class of Convolution-Based Models for Spatio-Temporal Processes with Non-Separable Covariance Structure, Unnamed Item, Einige statistische Verfahren im Zusammenhang mit Poissonprozessen und deren Anwendung, Optimal reinsurance-investment strategy for a dynamic contagion claim model, Spatiotemporal point processes: regression, model specifications and future directions, Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals, Spatial Bayesian latent factor regression modeling of coordinate-based meta-analysis data, Measuring the Noise of Digital Imaging Sensors by Stacking Raw Images Affected by Vibrations and Illumination Flickering, A test for superadditivity of the mean value function of a non- homogeneous Poisson process, Forecasting a class of doubly stochastic Poisson processes, Local spatial log-Gaussian Cox processes for seismic data, Spatial synchrony in population dynamics: the effects of demographic stochasticity and density regulation with a spatial scale, Nonparametric specification tests for conditional duration models