State estimation for Cox processes with unknown probability law

DOI10.1016/0304-4149(85)90020-1MaRDI QIDQ1066551zbMATH OpenOpenAlexFDO

Authors Alan F. Karr

Publication date 1985

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

Full work available at URL https://doi.org/10.1016/0304-4149(85)90020-1

zbMATH Keywords

Cox processesconditional Laplace functionaldiffuse random measureestimation for point processesstrongly consistent and asymptotically normal

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Random measures (60G57) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3452925 (Why is no real title available?)
• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• An Informal Guide to the Theory of Conditioning in Point Processes
• Classical limit theorems for measure-valued Markov processes
• Combined nonparametric inference and state estimation for mixed poisson processes
• Doubly stochastic Poisson processes
• State estimation for Cox processes on general spaces

Cited in

(3)

• On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line
• Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law
• Some remarks on conditional distributions for point processes

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