A new class of multivariate counting processes and its characterization

DOI10.1080/17442508.2018.1540625MaRDI QIDQ5086429zbMATH OpenOpenAlexFDO

Authors Ji Hwan Cha, Massimiliano Giorgio

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2018.1540625

zbMATH Keywords

mixingcomplete intensity functionsrestarting propertycharacterization of multivariate counting processesmultivariate generalized Polya process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

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• Mean-field limit of generalized Hawkes processes
• Microscopic approach of a time elapsed neural model
• On a Terminating Shock Process with Independent Wear Increments
• On a class of multivariate counting processes
• On a reduced form credit risk model with common shock and regime switching
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Cited in

(6)

• A multivariate counting process with Weibull-distributed first-arrival times.
• A note on the class of geometric counting processes
• An extended class of univariate and multivariate generalized Pólya processes
• A bivariate counting process
• On a multivariate generalized Polya process without regularity property
• On a class of multivariate counting processes

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