Functional principal component modelling of the intensity of a doubly stochastic Poisson process

DOI10.1007/978-3-642-57489-4_55MaRDI QIDQ3298710zbMATH OpenOpenAlexFDO

Authors Paula R. Bouzas, Nuria Ruiz-Fuentes, Ana M. Aguilera

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_55

zbMATH Keywords

doubly stochastic Poisson processfunctional principal component analysis

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Markov processes: estimation; hidden Markov models (62M05) Functional data analysis (62R10)

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Cites work

• Forecasting a class of doubly stochastic Poisson processes
• Functional data analysis
• scientific article; zbMATH DE number 49679 (Why is no real title available?)
• scientific article; zbMATH DE number 50761 (Why is no real title available?)
• scientific article; zbMATH DE number 796800 (Why is no real title available?)
• scientific article; zbMATH DE number 802908 (Why is no real title available?)
• Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process

Cited in

(10)

• Forecasting a class of doubly stochastic Poisson processes
• Nonparametric inference for a doubly stochastic Poisson process
• On the smoothing estimation problem for the intensity of a DSMPP
• Functional estimation of the random rate of a Cox process
• scientific article; zbMATH DE number 2140693 (Why is no real title available?)
• Functional data analysis for point processes with rare events
• Nonparametric inference of doubly stochastic Poisson process data via the kernel method
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach
• Functional approach to the random mean of a compound Cox process

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Uses Software

• fda (R)

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