Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach

DOI10.1016/J.CSDA.2009.05.028MaRDI QIDQ961932zbMATH OpenOpenAlexFDO

Authors R. M. Fernández-Alcalá, Jesus Navarro-Moreno, J. C. Ruiz-Molina

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.05.028

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20)

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Cites work

• A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes
• A simple solution to smoothing, filtering, and prediction problems using series representations (Corresp.)
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• Approximate Solutions of Operator Equations
• Editorial. Spatial statistics: methods, models \& computation
• Functional approach to the random mean of a compound Cox process
• scientific article; zbMATH DE number 50761 (Why is no real title available?)
• scientific article; zbMATH DE number 3581570 (Why is no real title available?)
• scientific article; zbMATH DE number 1129911 (Why is no real title available?)
• scientific article; zbMATH DE number 3362487 (Why is no real title available?)
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• Numerical Evaluation of Reproducing Kernel Hilbert Space Inner Products
• PLS regression on a stochastic process
• Point processes and queues. Martingale dynamics
• Using principal components for estimating logistic regression with high-dimensional multicollinear data

Cited in

(3)

• On the smoothing estimation problem for the intensity of a DSMPP
• Nonparametric inference of doubly stochastic Poisson process data via the kernel method
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