The equivalence of the Cox process with squared radial Ornstein-Uhlenbeck intensity and the death process in a simple population model

DOI10.1214/AOAP/1177005368zbMath0784.60029OpenAlexW2031300445MaRDI QIDQ1308706

Peter Clifford, Gang Wei

Publication date: 2 January 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005368

zbMATH Keywords

Cox processstationary point processesOrnstein- Uhlenbeck processcoincidence densitiesdeath and immigration

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases ⋮ Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process ⋮ Superposition of Diffusions with Linear Generator and its Multifractal Limit Process ⋮ Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process ⋮ The permanental process

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