On the smoothing estimation problem for the intensity of a DSMPP

DOI10.1007/S11009-010-9165-ZMaRDI QIDQ430877zbMATH OpenOpenAlexFDO

Authors R. M. Fernández-Alcalá, Jesus Navarro-Moreno, J. C. Ruiz-Molina

Publication date 26 June 2012

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-010-9165-z

zbMATH Keywords

doubly stochastic multichannel Poisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09)

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Cites work

• Functional approach to the random mean of a compound Cox process
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• On the structure of the stochastic processes of mortgages in Spain
• Smoothing for doubly stochastic Poisson processes
• The design of on-line linear least-square estimators given covariance specifications via an imbedding method

Cited in

(2)

• LMMSE estimation based on counting observations
• Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach

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