Modeling Marked Point Processes via Bivariate Mixture Transition Distribution Models

DOI10.1198/016214506000000050zbMath1120.62324OpenAlexW2015736744MaRDI QIDQ5755035

Keh-Shin Lii, Mohamed Yusuf Hassan

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000000050

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Autoregressive density modeling with the Gaussian process mixture transition distribution ⋮ General framework and model building in the class of hidden mixture transition distribution models ⋮ On Construction and Estimation of Stationary Mixture Transition Distribution Models ⋮ Reliability Functions of Bivariate Distributions in Modeling Marked Point Processes ⋮ Modelling Poisson marked point processes using bivariate mixture transition distributions ⋮ JOINT MODELING OF CORRELATED TIME DURATIONS AND THEIR MARKS USING A WEIBULL POISSON MARKED POINT PROCESS MIXTURE MODELS ⋮ Fitting Poisson time-series models using bivariate mixture transition distributions

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