Self-exciting counting process systems with finite state space (Q915264)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Self-exciting counting process systems with finite state space |
scientific article; zbMATH DE number 4151539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-exciting counting process systems with finite state space |
scientific article; zbMATH DE number 4151539 |
Statements
Self-exciting counting process systems with finite state space (English)
0 references
1990
0 references
The author characterizes the class of counting processes that admit an intensity which is a function of a finite state process that is Markov with respect to the \(\sigma\)-algebras generated by the corresponding counting process.
0 references
stochastic realization theory
0 references
counting process
0 references
