Regular point processes and their detection
From MaRDI portal
Publication:5658895
DOI10.1109/TIT.1972.1054897zbMath0246.60042WikidataQ56814498 ScholiaQ56814498MaRDI QIDQ5658895
Publication date: 1972
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic processes (60G99) Communication theory (94A05) Renewal theory (60K05)
Related Items
Laws of large numbers in self-correcting point processes, Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart, High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration, Stochastic models for the infectivity function in an infinite population of susceptible individuals, Truncated Hawkes point process modeling: system theory and system identification, Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army, Point-process models of social network interactions: Parameter estimation and missing data recovery, Suboptimal sequential estimation-detection scheme for Poisson driven linear systems, Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales, Maximum likelihood estimation of Hawkes' self-exciting point processes, On the entropy rate of stationary point processes and its discrete approximation, Random point processes and martingales, Random time changes for multivariate counting processes, On a general stochastic epidemic model, Adaptive estimation of doubly stochastic Poisson processes, Inference for earthquake models: A self-correcting model, Modeling the interdependence of volatility and inter-transaction duration processes.