A recursive method for functionals of Poisson processes

MaRDI QIDQ701660zbMATH OpenFDO

Authors Dragan Banjevic, Hemant Ishwaran, Mahmoud Zarepour

Publication date 28 November 2002

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

Dirichlet processgamma processconvex hullsextremes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Recommendations

• Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
• On inverse-power Poisson functionals
• Recursive estimation of intensity function of a Poisson random field
• On Kingman's characteristic functional approach to Rényi's characterization of Poisson processes
• Distributions of linear functionals of two parameter Poisson-Dirichlet random measures

Cited in

(6)

• On inverse-power Poisson functionals
• Recursive equations for the predictive distributions of some determinantal processes
• scientific article; zbMATH DE number 591097 (Why is no real title available?)
• Function-indexed empirical processes based on an infinite source Poisson transmission stream
• Truncated random measures
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations

This page was built for publication: A recursive method for functionals of Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q701660)