Modeling Marked Point Processes via Bivariate Mixture Transition Distribution Models

DOI10.1198/016214506000000050MaRDI QIDQ5755035zbMATH OpenOpenAlexFDO

Authors Mohamed Yusuf Hassan, Keh-Shin Lii

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

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

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Cited in

(14)

• Detecting prediction limit of marked point processes using constrained random shuffle surrogate data
• Detection and replenishment of missing data in marked point processes
• Autoregressive density modeling with the Gaussian process mixture transition distribution
• On Construction and Estimation of Stationary Mixture Transition Distribution Models
• General framework and model building in the class of hidden mixture transition distribution models
• Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences
• 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
• Multistream-Based Marked Point Process With Decomposed Cumulative Hazard Functions
• Mixture modeling for marked Poisson processes
• Modelling Poisson marked point processes using bivariate mixture transition distributions
• Definition of distance for nonlinear time series analysis of marked point process data
• Reliability functions of bivariate distributions in modeling marked point processes
• Modelling marked point patterns by intensity-marked Cox processes

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