State estimation for Cox processes on general spaces

DOI10.1016/0304-4149(83)90001-7zbMath0527.60046OpenAlexW2072392509MaRDI QIDQ595268

Alan F. Karr

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90001-7

zbMATH Keywords

state estimationCox processBayes' theoremadditive random measuresymmetrically distributed random measure

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Random measures (60G57) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line ⋮ State estimation of long-range correlated non-equilibrium systems: media estimation ⋮ Cox point processes driven by Ornstein-Uhlenbeck type processes ⋮ Combined nonparametric inference and state estimation for mixed poisson processes ⋮ State estimation for Cox processes with unknown probability law ⋮ Inference for thinned point processes, with application to Cox processes

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