arXiv Open Access 2021

Note on the approximation of the conditional intensity of non-stationary cluster point processes

Edith Gabriel Joël Chadoeuf

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Abstrak

In this note we consider non-stationary cluster point processes and we derive their conditional intensity, i.e. the intensity of the process given the locations of one or more events of the process. We then provide some approximations of the conditional intensity.

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math.ST

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Edith Gabriel

Joël Chadoeuf

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Gabriel, E., Chadoeuf, J. (2021). Note on the approximation of the conditional intensity of non-stationary cluster point processes. https://arxiv.org/abs/2110.13738

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Informasi Jurnal

Tahun Terbit: 2021
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓