Transforming spatial point processes into Poisson processes

DOI10.1016/S0304-4149(98)00098-2zbMath0962.60029OpenAlexW2017501222MaRDI QIDQ1593631

Frederic Paik Schoenberg

Publication date: 17 January 2001

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00098-2

zbMATH Keywords

stopping timepoint processPoisson processcompensatorpredictable set

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (11)

Amplitude and phase variation of point processes ⋮ Testing Separability in Spatial-Temporal Marked Point Processes ⋮ Asymptotic goodness-of-fit tests for point processes based on scaled empirical K-functions ⋮ Point process diagnostics based on weighted second-order statistics and their asymptotic properties ⋮ Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts ⋮ On non-simple marked point processes ⋮ Assessment of point process models for earthquake forecasting ⋮ FLEXIBLE STATISTICAL MODELLING OF THE OCCURRENCES OF TRANSCRIPTION FACTOR BINDING SITES ALONG A DNA SEQUENCE ⋮ Residual analysis methods for space-time point processes with applications to earthquake forecast models in California ⋮ Residual Analysis for Spatial Point Processes (with Discussion) ⋮ Local spatial log-Gaussian Cox processes for seismic data

Uses Software

• spatial

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random space change for multiparameter point processes
• Stochastic integrals in the plane
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
• A characterization of the spatial Poisson process and changing time
• A simple proof of the multivariate random time change theorem for point processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Random time changes for multivariate counting processes
• Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
• Statistics for Spatial Data
• Integrability of Expected Increments of Point Processes and a Related Random Change of Scale

This page was built for publication: Transforming spatial point processes into Poisson processes