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

DOI10.1007/978-3-642-57489-4_55zbMATH Open1440.62006OpenAlexW2278043053MaRDI QIDQ3298710FDOQ3298710

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

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zbMATH Keywords

functional principal component analysisdoubly stochastic Poisson process

Mathematics Subject Classification ID

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

Cites Work

• Functional data analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Forecasting a class of doubly stochastic Poisson processes
• Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process
• Title not available (Why is that?)

Cited In (9)

• Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach
• Functional data analysis for point processes with rare events
• Functional estimation of the random rate of a Cox process
• On the smoothing estimation problem for the intensity of a DSMPP
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• Title not available (Why is that?)
• Forecasting a class of doubly stochastic Poisson processes
• Functional approach to the random mean of a compound Cox process
• Nonparametric inference of doubly stochastic Poisson process data via the kernel method

Uses Software

• fda (R)

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