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

DOI10.1016/J.CSDA.2009.05.028zbMATH Open1453.62088OpenAlexW2080692181MaRDI QIDQ961932FDOQ961932

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

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Mathematics Subject Classification ID

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

Cites Work

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• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
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• Numerical Evaluation of Reproducing Kernel Hilbert Space Inner Products
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• Approximate methods in Bayesian point process spatial models

Cited In (3)

• On the smoothing estimation problem for the intensity of a DSMPP
• Hawkes process modelling for chemical reaction networks in a random environment
• Nonparametric inference of doubly stochastic Poisson process data via the kernel method

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