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

DOI10.1016/j.csda.2009.05.028zbMath1453.62088OpenAlexW2080692181MaRDI QIDQ961932

Jesus Navarro-Moreno, Juan Carlos Ruiz-Molina, Rosa Maria Fernández-Alcalá

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

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

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