The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process
type: Item
instance of: scholarly article
title: The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process
zbMATH Open document ID: 0516.62085
DOI: 10.1007/BF02481037
published in: Annals of the Institute of Statistical Mathematics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 62P99
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 86A15
zbMATH DE Number: 3816878
zbMATH Keywords: linear intensity models
zbMATH Keywords: causal relations
zbMATH Keywords: finite-order Laguerre polynomials
zbMATH Keywords: minimum-AIC procedure
zbMATH Keywords: Cox partial likelihood
zbMATH Keywords: earthquake data
author: Yosihiko Ogata
author: Hirotugu Akaike
author: Koichi Katsura
MaRDI profile type: Publication
cites work: A new look at the statistical model identification
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cites work: Partial likelihood
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cites work: Spectra of some self-exciting and mutually exciting point processes
cites work: On Lewis' simulation method for point processes
cites work: Q3960001
full work available at URL: https://doi.org/10.1007/bf02481037
OpenAlex ID: W1974470083
description: scientific article; zbMATH DE number 3816878