A cluster process representation of a self-exciting process

AG Hawkes, D Oakes - Journal of applied probability, 1974 - cambridge.org
It is shown that all stationary self-exciting point processes with finite intensity may be
represented as Poisson cluster processes which are age-dependent immigration-birth …

[图书][B] Point processes and their statistical inference

A Karr - 2017 - taylorfrancis.com
Maintaining the excellent features that made the first edition so popular, this outstanding
reference/text presents the only comprehensive treatment of the theory of point processes …

A space-time survival point process for a longleaf pine forest in southern Georgia

SL Rathbun, N Cressie - Journal of the American Statistical …, 1994 - Taylor & Francis
A marked spatial point pattern of trees and their diameters is the result of a dynamic
biological process that takes place over time as well as space. Such patterns can be …

Comparative aspects of the study of ordinary time series and of point processes

DR Brillinger - Developments in statistics, 1978 - Elsevier
Publisher Summary This chapter discusses the cases in which the concepts and procedures
of ordinary time series or point processes have direct analogs in the study of point processes …

Modeling teletraffic arrivals by a Poisson cluster process

G Faÿ, B González-Arévalo, T Mikosch… - Queueing Systems, 2006 - Springer
In this paper we consider a Poisson cluster process N as a generating process for the
arrivals of packets to a server. This process generalizes in a more realistic way the infinite …

Negative binomial quadrat counts and point processes

PJ Diggle, RK Milne - Scandinavian journal of statistics, 1983 - JSTOR
Implicit in the fitting of negative binomial distributions to quadrat count data is an
assumption, based partly on additivity, that if the areas of the quadrats are systematically …

On existence and mixing properties of germ-grain models

L Heinrich - Statistics, 1992 - Taylor & Francis
We give a rigorous definition of germ-grain models (ggm's) which were introduced in [6] as
at most countable unions of random closed sets (called grains) in translated by the atoms …

Asymptotic Behaviour of an Empirical Nearest‐Neighbour Distance Function for Stationary Poisson Cluster Processes

L Heinrich - Mathematische Nachrichten, 1988 - Wiley Online Library
For stationary Poisson cluster processes (PCP's) Ø on R the limit behaviour, as v (D)→∞, of
the quantity article empty (v\left(D\right)\right)^-1∑xεD:ϕ\left(\left{x\right\}\right)=1χ\left(x,r …

Further results for Gauss-Poisson processes

RK Milne, M Westcott - Advances in Applied Probability, 1972 - cambridge.org
Newman (1970) introduced an interesting new class of point processes which he called
Gauss-Poisson. They are characterized, in the most general case, by two measures. We …

Scaling limits for associated random measures

R Burton, E Waymire - The Annals of Probability, 1985 - projecteuclid.org
The problem of estimating $\operatorname {Prob}(X (B)\leq x) $ for large regions $
B\subset\mathbb {R}^ d $ when $ X $ is a random measure is solved under a condition of …