Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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- Type
- article
- Published
- 1975-01-01
- Cited by
- 593
- References
- 11
- Access
- Open access
- OpenAlex
- https://openalex.org/W2004191028
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:119571409
Keywords
Multivariate statistics, Point process, Representation (politics), Mathematics, Point (geometry)
References
- Capacités et processus stochastiques
- On discontinuous additive functionals and Lévy measures of a Markov process
- The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
- Systèmes de lévy des processus de markov
- Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes
- Integrability of expected increments of point processes and a related random change of scale
- Probability and potentials
- Filtering and detection for doubly stochastic Poisson processes
- Regular point processes and their detection
- Transformation of Markov processes by multiplicative functionals
- On nonlinear filtering theory and absolute continuity of measures, corresponding to stochastic processes
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- A change of variables formula
- Non- and semi-parametric Bayesian inference with recurrent events and coherent systems data
- Nonparametric inferences for the hazard function with right truncated data
- Counterfactual actions in graphical models based on local independence
- Essais sur le risque de crédit des obligations : Analyse de la migration des notes et des effets de contagion
- Nonlinear Filtering Equation of a Jump Process with Counting Observations
- Choix d'estimateurs base sur le risque de Kullback-Leibler.
- Minimum disparity estimator in continuous time stochastic volatility model
- Optimal Control and Filtering of the Reproduction Law of a Branching Process
- Multi-dimensional Residual Analysis of Point Models for Earthquake Occurrences
- Transforming Spatial Point Processes into Poisson Processes
- A Naturally Arising Self-Correcting Point Process
- Proceedings of the International Congress of Mathematicians
- Modélisation mathématique de la contagion de défaut
- Modélisation Stochastique des carnets d'ordres
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