Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages

DOI10.1214/009053605000000336zbMath1078.62106arXivmath/0508283OpenAlexW3099828247MaRDI QIDQ2583419

Lancelot F. James

Publication date: 16 January 2006

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

Full work available at URL: https://arxiv.org/abs/math/0508283

zbMATH Keywords

cumulantsLévy measuremultiplicative intensity modelsinhomogeneous Poisson processgeneralized gamma processweighted Chinese restaurant

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric estimation (62G05) Bayesian inference (62F15) Inference from stochastic processes (62M99) Random measures (60G57) Nonparametric inference (62G99)

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