Simulation of nonhomogeneous Poisson processes with log linear rate function

DOI10.1093/biomet/63.3.501zbMath0347.65003OpenAlexW2138870733WikidataQ56780251 ScholiaQ56780251MaRDI QIDQ4117287

Peter A. W. Lewis, Gerald S. Shedler

Publication date: 1976

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/63.3.501

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

Related Items (11)

GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model ⋮ State-dependent Hawkes processes and their application to limit order book modelling ⋮ Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior ⋮ Robust algorithms for simulating spatial cluster processes ⋮ Modelling systemic price cojumps with Hawkes factor models ⋮ A formal test for the stationarity of the incidence rate using data from a prevalent cohort study with follow-up ⋮ Statistical inference for \(M_t/G/ Infinity\) queueing systems under incomplete observations ⋮ A Monte Carlo method for filtering a marked doubly stochastic Poisson process ⋮ Stationary queuing systems with dependencies ⋮ Stability results for a general class of interacting point processes dynamics, and applications ⋮ A transformation for testing the fit of an exponential order statistics model

This page was built for publication: Simulation of nonhomogeneous Poisson processes with log linear rate function