State estimation for Cox processes on general spaces

DOI10.1016/0304-4149(83)90001-7MaRDI QIDQ595268zbMATH OpenOpenAlexFDO

Authors Alan F. Karr

Publication date 1983

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(83)90001-7

zbMATH Keywords

additive random measureBayes' theoremCox processstate estimationsymmetrically distributed random measure

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10)

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Cited in

(6)

• Cox point processes driven by Ornstein-Uhlenbeck type processes
• State estimation for Cox processes with unknown probability law
• Inference for thinned point processes, with application to Cox processes
• State estimation of long-range correlated non-equilibrium systems: media estimation
• Combined nonparametric inference and state estimation for mixed poisson processes
• On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line

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