An Introduction to the Theory of Point Processes
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Publication:4788112
DOI10.1007/b97277zbMath1026.60061WikidataQ29544717 ScholiaQ29544717MaRDI QIDQ4788112
Publication date: 20 January 2003
Published in: Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b97277
point processes; infinitely divisible processes; Cox processes; Palm theory; conditional intensities; random integrals; double stochastic processes; statistics of point processes
60G57: Random measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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sources in population dynamics, Strongly mixing smooth planar vector field without asymptotic directions, Circulant L-ensembles in the thermodynamic limit, Investigating Clustering and Violence Interruption in Gang-Related Violent Crime Data Using Spatial–Temporal Point Processes With Covariates, Matrix calculations for moments of Markov processes, A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling, Hawkes Processes Modeling, Inference, and Control: An Overview, Convergence of normalized Betti numbers in nonpositive curvature, State estimation for aoristic models, Robust algorithms for simulating spatial cluster processes, Random sampling over locally compact abelian groups and inversion of the Radon transform, Variable selection using penalised likelihoods for point patterns on a linear network, Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals, Parametric estimation of spatial-temporal point processes using the Stoyan-Grabarnik statistic, A Tutorial on Palm Distributions for Spatial Point Processes, Modelling columnarity of pyramidal cells in the human cerebral cortex, Point process models for COVID-19 cases and deaths, Moduli spaces of compact \(\mathrm{RCD}(0,N)\)-structures, The random Weierstrass zeta function. I: Existence, uniqueness, fluctuations, Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution, Cox Point Processes: Why One Realisation Is Not Enough, Asymptotic results for a class of Markovian self-exciting processes, Queueing networks with path-dependent arrival processes, Determinantal Point Processes, Functional modeling of recurrent events on time‐to‐event processes, Stochastic homogenization of random walks on point processes, On the splitting and aggregating of Hawkes processes, Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes, Review of statistical approaches for modeling high-frequency trading data, Multivariate Temporal Point Process Regression, Alternative asymptotic inference theory for a nonstationary Hawkes process, Estimating Covid-19 transmission time using Hawkes point processes, Comparative evaluation of point process forecasts, Dynamics of an infinite age‐structured particle system, Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble, Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms, A limit theorem for persistence diagrams of random filtered complexes built over marked point processes, Critical cluster cascades, On extremes of random clusters and marked renewal cluster processes, On the cumulant transforms for Hawkes processes, Bootstrap inference for Hawkes and general point processes, Large and moderate deviations for a discrete-time marked Hawkes process, A note on the history of the Poisson process, Limit theorems for an extended inverse Hawkes process with general exciting functions, Convergence rate for geometric statistics of point processes having fast decay of dependence, Asymptotic behavior of the Dirichlet energy on Poisson point clouds, Second-order properties for planar Mondrian tessellations, Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity, Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks, Inhomogeneous hidden semi-Markov models for incompletely observed point processes, Stochastic differential equations in a scale of Hilbert spaces. Global solutions, A unified framework for generalizing the Gromov-Hausdorff metric, Large deviation principle for geometric and topological functionals and associated point processes
