On the moments of a self-correcting process

DOI10.2307/3213644zbMath0548.60050OpenAlexW2330237570MaRDI QIDQ3339871

Yosihiko Ogata, D. Vere-Jones

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213644

zbMATH Keywords

stationary distributionlaws of large numbersconditional intensity

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Laws of large numbers in self-correcting point processes ⋮ Exact simulation of extrinsic stress-release processes ⋮ Ergodicity properties of stress release, repairable system and workload models ⋮ Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes ⋮ Continuous Time-Interaction Processes for Population Size Estimation, with an Application to Drug Dealing in Italy ⋮ Parameter estimation for the simple self-correcting point process ⋮ Consistent parametric estimation of the intensity of a spatial-temporal point process ⋮ ``Explosive processes in recidivism and other reinforcement models of learning ⋮ Hypotheses testing: Poisson versus stress-release ⋮ Inference for earthquake models: A self-correcting model ⋮ Ergodic theorems for stress release processes

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