On the smoothing estimation problem for the intensity of a DSMPP

DOI10.1007/S11009-010-9165-ZzbMath1241.62120OpenAlexW2071135635MaRDI QIDQ430877

Rosa Maria Fernández-Alcalá, Jesus Navarro-Moreno, Juan Carlos Ruiz-Molina

Publication date: 26 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-010-9165-z

zbMATH Keywords

doubly stochastic multichannel Poisson process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• On the structure of the stochastic processes of mortgages in Spain
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• Functional approach to the random mean of a compound Cox process
• The design of on-line linear least-square estimators given covariance specifications via an imbedding method
• Smoothing for doubly stochastic Poisson processes

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