Analyzing point processes subjected to random deletions

DOI10.2307/3315011zbMath0429.60019OpenAlexW2111915906MaRDI QIDQ3866836

David R. Brillinger

Publication date: 1979

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315011

zbMATH Keywords

estimationpoint processinferencenonstationarydeletionintensityproduct density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (3)

Trend analysis: Binary-valued and point cases ⋮ Gaussian Process‐Based Bayesian Nonparametric Inference of Population Size Trajectories from Gene Genealogies ⋮ Inference for thinned point processes, with application to Cox processes

Cites Work

• Simulation of nonhomogeneous poisson processes by thinning
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes
• Statistical Analysis of Non-stationary Series of Events in a Data Base System
• Bayes Linear Estimators of the Intensity Function of the Nonstationary Poisson Process
• Estimation and testing of an exponential polynomial rate function within the nonstationary Poisson process
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