Exact Simulation of Point Processes with Stochastic Intensities
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Publication:2879519
DOI10.1287/opre.1110.0962zbMath1234.62126OpenAlexW2084518701MaRDI QIDQ2879519
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Publication date: 26 March 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1110.0962
Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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