Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.
Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “The distribution of the interval between events of a Cox process with shot noise intensity.”
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.
Spatio-temporal modelling of a Cox point process sampled by a curve, filtering and Inference
Blažena Frcalová, Viktor Beneš (2009)
Kybernetika
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The paper deals with Cox point processes in time and space with Lévy based driving intensity. Using the generating functional, formulas for theoretical characteristics are available. Because of potential applications in biology a Cox process sampled by a curve is discussed in detail. The filtering of the driving intensity based on observed point process events is developed in space and time for a parametric model with a background driving compound Poisson field delimited by special test...
Some theoretical results about the distribution of a doubly stochastic Poisson process.
Francisco Jiménez Gómez, Mariano J. Valderrama Bonnet (1992)
Extracta Mathematicae
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Optimal state estimation of a Markov process from point process observations
Tran Hung Thao (1991)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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On some sample path properties of Skorohod integral processes
Martin T. Barlow, Peter Imkeller (1992)
Séminaire de probabilités de Strasbourg
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Limit theorems for the process of exceedances in large populations.
Rahimov, Ibrahim, Hasan, Husna (2000)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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