Bayesian inference for partially observed multiplicative intensity processes

DOI10.1214/15-BA940zbMATH Open1359.62354MaRDI QIDQ516447FDOQ516447

Authors: Sophie Donnet, Judith Rousseau 

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1425492492

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zbMATH Keywords

Bayesian analysislatent variablescounting processmultiplicative intensity process

Mathematics Subject Classification ID

Bayesian inference (62F15) Censored data models (62N01) Applications of statistics in engineering and industry; control charts (62P30) Non-Markovian processes: estimation (62M09)

Cites Work

• Inference from iterative simulation using multiple sequences
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• The Calculation of Posterior Distributions by Data Augmentation
• Statistical models based on counting processes
• Adaptive estimation for Hawkes processes; application to genome analysis
• Nonparametric inference for a family of counting processes
• Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
• On age-dependent branching processes with immigration
• Particle filters for continuous-time jump models in tracking applications
• FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model
• Maximum local partial likelihood estimators for the counting process intensity function and its derivatives
• Applied nonparametric statistics in reliability

Cited In (3)

• Bayesian partial likelihood approach for tied observations
• Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
• Title not available (Why is that?)

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