Regular point processes and their detection

DOI10.1109/TIT.1972.1054897zbMATH Open0246.60042DBLPjournals/tit/Rubin72WikidataQ56814498 ScholiaQ56814498MaRDI QIDQ5658895FDOQ5658895

Izhak Rubin

Publication date: 1972

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Communication theory (94A05) Stochastic processes (60G99) Renewal theory (60K05)

Cited In (19)

• Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army
• Random point processes and martingales
• Adaptive estimation of doubly stochastic Poisson processes
• A neural network based model for multi-dimensional non-linear Hawkes processes
• On the entropy rate of stationary point processes and its discrete approximation
• High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration
• Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart
• Modeling the interdependence of volatility and inter-transaction duration processes.
• Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
• Random time changes for multivariate counting processes
• Stochastic models for the infectivity function in an infinite population of susceptible individuals
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On a general stochastic epidemic model
• Truncated Hawkes point process modeling: system theory and system identification
• Maximum likelihood estimation of Hawkes' self-exciting point processes
• Laws of large numbers in self-correcting point processes
• Inference for earthquake models: A self-correcting model
• Point-process models of social network interactions: Parameter estimation and missing data recovery
• Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data

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