Simulations of Some Doubly Stochastic Poisson Point Processes

DOI10.1080/03610918.2012.742107zbMath1291.60103OpenAlexW2055249728MaRDI QIDQ5418897

Bernard Picinbono

Publication date: 30 May 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://hal-supelec.archives-ouvertes.fr/hal-00933581/file/Doubly_Poisson_PP_.pdf

zbMATH Keywords

countingpoint processeslifetime

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Cites Work

• Simulation of nonhomogeneous poisson processes by thinning
• A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes
• Output Dead-Time in Point Processes
• On Lewis' simulation method for point processes
• ESTIMATION AND SIMULATION OF FRACTAL STOCHASTIC POINT PROCESSES
• Polyspectra of ordered signals
• Algorithms for Point Processes Analysis
• Fractal‐Based Point Processes

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