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

Bayes' theoremstate estimationCox processadditive random measuresymmetrically distributed random measure

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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