Transforming spatial point processes into Poisson processes

DOI10.1016/S0304-4149(98)00098-2MaRDI QIDQ1593631zbMATH OpenOpenAlexFDO

Authors Frederic Paik Schoenberg

Publication date 17 January 2001

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

Full work available at URL https://doi.org/10.1016/s0304-4149(98)00098-2

zbMATH Keywords

point processPoisson processstopping timecompensatorpredictable set

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• A characterization of the spatial Poisson process and changing time
• Random space change for multiparameter point processes
• Random transformations for poisson processes and sup—integral processes
• Poisson approximations for time-changed point processes
• Rescaling Marked Point Processes

Cites work

• scientific article; zbMATH DE number 3666031 (Why is no real title available?)
• scientific article; zbMATH DE number 3892434 (Why is no real title available?)
• scientific article; zbMATH DE number 3227572 (Why is no real title available?)
• scientific article; zbMATH DE number 3378360 (Why is no real title available?)
• A characterization of the spatial Poisson process and changing time
• A simple proof of the multivariate random time change theorem for point processes
• Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
• Integrability of Expected Increments of Point Processes and a Related Random Change of Scale
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
• Random space change for multiparameter point processes
• Random time changes for multivariate counting processes
• Statistics for spatial data
• Stochastic integrals in the plane

Cited in

(16)

• Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts
• Spatial logistic regression and change-of-support in Poisson point processes
• Local spatial log-Gaussian Cox processes for seismic data
• Residual Analysis for Spatial Point Processes (with Discussion)
• Testing Separability in Spatial-Temporal Marked Point Processes
• Thinning spatial point processes into Poisson processes
• On non-simple marked point processes
• Random space change for multiparameter point processes
• A characterization of the spatial Poisson process and changing time
• Residual analysis methods for space-time point processes with applications to earthquake forecast models in California
• Point process diagnostics based on weighted second-order statistics and their asymptotic properties
• Assessment of point process models for earthquake forecasting
• Asymptotic goodness-of-fit tests for point processes based on scaled empirical \(K\)-functions
• Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction
• Amplitude and phase variation of point processes
• Flexible statistical modelling of the occurrences of transcription factor binding sites along a DNA sequence

Describes a project that uses

Uses Software

• spatial

This page was built for publication: Transforming spatial point processes into Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1593631)