The following pages link to (Q5684038):
Displaying 20 items.
- Comments on: Inference for size demography from point pattern data using integral projection models (Q484724) (← links)
- Completion time structures of stock price movements (Q665544) (← links)
- On the inclusion of bivariate marked point processes in graphical models (Q745532) (← links)
- Spectra-based estimates of certain time-domain parameters of a bivariate stationary-point process (Q758068) (← links)
- Statistical methods and software for risk assessment: applications to a neurophysiological data set (Q957200) (← links)
- A Bayesian approach to model interdependent event histories by graphical models (Q1001741) (← links)
- Stochastic backtrackings (Q1240970) (← links)
- A class of bivariate Poisson processes (Q1253491) (← links)
- A self-correcting point process (Q1254059) (← links)
- Nonparametric inference for Markovian interval processes (Q1382519) (← links)
- The \(M/G/\infty\) estimation problem revisited (Q1708975) (← links)
- Modelling of marginally regular bivariate counting process and its application to shock model (Q1739332) (← links)
- A \(J\)-function for marked point patterns (Q2502141) (← links)
- A class of two-type point processes (Q3908255) (← links)
- (Q4969121) (← links)
- An extended class of univariate and multivariate generalized Pólya processes (Q5055335) (← links)
- ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY (Q5070867) (← links)
- Construction of optimal reliability test plans for multi-state coherent systems of type 1 (Q5077967) (← links)
- A new class of multivariate counting processes and its characterization (Q5086429) (← links)
- A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes (Q5092669) (← links)
