State estimation for Cox processes with unknown probability law

DOI10.1016/0304-4149(85)90020-1zbMath0578.60049OpenAlexW2009284424MaRDI QIDQ1066551

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

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

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On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line, Some remarks on conditional distributions for point processes

Cites Work

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• State estimation for Cox processes on general spaces
• Doubly stochastic Poisson processes
• Classical limit theorems for measure-valued Markov processes
• An Informal Guide to the Theory of Conditioning in Point Processes
• Combined nonparametric inference and state estimation for mixed poisson processes