An Introduction To The Theory Of Point Processes

By Ulrike Goldschmidt. 2016

1,563 citations recorded by the source corpus.

Subfields: Applied Mathematics, Geometry and Topology

View Paper: https://www.semanticscholar.org/paper/15635d2811045aefff359374c5b0de5579e5da21

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In Applied Mathematics

In Geometry and Topology

Citations in the corpus

Lecture Notes: Temporal Point Processes and the Conditional Intensity Function (2018, methodology): “On the other hand, measure theory is not assumed; for a much more thorough treatment with all the measure theoretical details, see Daley and Vere-Jones (2003) and Daley and Vere-Jones (2008).”
What-If Reasoning with Counterfactual Gaussian Processes (2017, methodology): “Counterfactual GPs build on ideas from potential outcomes [Neyman, 1990, Rubin, 1978], Gaussian processes [Rasmussen and Williams, 2006], and marked point processes [Daley and Vere-Jones, 2007].”
TERRESTRIAL PLANET OCCURRENCE RATES FOR THE KEPLER GK DWARF SAMPLE (2015, background): “Also, the point process statistics literature (Daley & Vere-Jones 1988; Baddeley 2007) rigorously shows that the Poisson likelihood is appropriate for analyses of spatial point data.”
HAWKES PROCESSES ON LARGE NETWORKS (2016, neutral): “Multivariate Hawkes processes have long been studied in probability theory (see for instance the comprehensive textbook of Daley-Vere-Jones [11] and the references therein, Brémaud-Massoulié [8] or the recent results of Zhu [41, 42]).”
Determinantal Point Processes (2016, neutral): “[9], [10], [16], [16], [29], [23], [18] and [32].”
Limit theorems for nearly unstable Hawkes processes (2013, background): “In fact, comparing point processes and conventional time series, Poisson processes are often viewed as the counterpart of iid random variables whereas Hawkes processes play the role of autoregressive processes, see [16] for more details about this analogy.”
Labeled Random Finite Sets and the Bayes Multi-Target Tracking Filter (2013, background): “An RFS is simply a ﬁnite-set-valued random variable [30], [31].”
A weak solution theory for stochastic Volterra equations of convolution type (2019, methodology): “Various multivariate and nonlinear generalizations have also been studied and applied; see Brémaud and Massoulié (1996); Daley and Vere-Jones (2003); Delattre et al. (2016) and the references there.”
Hawkes processes and their applications to finance: a review (2018, background): “An influential book on point processes by Daley and Vere-Jones (1988) included quite a bit of material on Hawkes processes.”
MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (2017, background): “Substituting Yt for ζ ∗t , (4.14) holds with 14 See Daley and Vere-Jones (2007): { k ,k ≥ 1} are the points of a homogeneous PRM on (0,+∞) with rate x−α if and only if, for any ≥ 1, nonnegative integers a1, . . . ,a and b1, . . . ,b such that ai < bi ≤ ai+1 , i = 1, . . . , , and any nonnegative…”
Efficient inference and simulation for elliptical Pareto processes (2013, methodology): “From Poisson process theory (Daley & Vere-Jones, 2007) and the peaks-overthreshold stability of `-Pareto processes, we can conclude that, given a fixed threshold u0 > 0, functions u−10 Pi with `(Pi) ≥ u0 are realizations of the corresponding `-Pareto process.”