A self-correcting point process

DOI10.1016/0304-4149(79)90008-5zbMath0398.60054OpenAlexW2087822214MaRDI QIDQ1254059

Mark Westcott, Valerie S. Isham

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4149(79)90008-5

zbMATH Keywords

Point ProcessComparison MethodControlled VariabilityCount-Conditional IntensityMarkov Birth ProcessSelf-Correcting

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Laws of large numbers in self-correcting point processes ⋮ Exact simulation of extrinsic stress-release processes ⋮ Unnamed Item ⋮ Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes ⋮ Continuous Time-Interaction Processes for Population Size Estimation, with an Application to Drug Dealing in Italy ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ Parameter estimation for the simple self-correcting point process ⋮ Modelling dyadic interaction with Hawkes processes ⋮ Point processes on directed linear networks ⋮ Generalized evolutionary point processes: model specifications and model comparison ⋮ Consistent parametric estimation of the intensity of a spatial-temporal point process ⋮ Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims ⋮ Survival models and health sequences ⋮ First-passage times in skip-free processes ⋮ Hypotheses testing: Poisson versus stress-release ⋮ Mechanistic spatio-temporal point process models for marked point processes, with a view to forest stand data ⋮ Inference for ETAS models with non-Poissonian mainshock arrival times ⋮ Inhomogeneous deep Q-network for time sensitive applications ⋮ Inference for earthquake models: A self-correcting model

Cites Work

• The comparison method for stochastic processes
• On the convergence of moments in stationary Markov chains
• First-passage times in skip-free processes
• Regenerative stochastic processes
• A non-Markovian birth process with logarithmic growth
• Bang-bang controls of point processes
• Queueing output processes
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