Local block bootstrap for inhomogeneous Poisson marked point processes

JOURNAL ARTICLE published 1 February 2018 in Bernoulli

Authors: William Garner | Dimitris N. Politis

On the Second-Order Characteristics of Marked Point Processes

JOURNAL ARTICLE published February 2001 in Bernoulli

Authors: Martin Schlather

Poisson process approximation for dependent superposition of point processes

JOURNAL ARTICLE published 1 May 2011 in Bernoulli

Authors: Louis H.Y. Chen | Aihua Xia

Parametric estimation of pairwise Gibbs point processes with infinite range interaction

JOURNAL ARTICLE published 1 May 2017 in Bernoulli

Authors: Jean-François Coeurjolly | Frédéric Lavancier

Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes

JOURNAL ARTICLE published 1 November 2009 in Bernoulli

Authors: David Dereudre | Frédéric Lavancier

Perturbation analysis of Poisson processes

JOURNAL ARTICLE published 1 May 2014 in Bernoulli

Authors: Günter Last

Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

JOURNAL ARTICLE published 1 August 2023 in Bernoulli

Authors: Achmad Choiruddin | Jean-François Coeurjolly | Frédérique Letué

Bayesian Smoothing in the Estimation of the Pair Potential Function of Gibbs Point Processes

JOURNAL ARTICLE published December 1999 in Bernoulli

Authors: Juha Heikkinen | Antti Penttinen

Marked empirical processes for non-stationary time series

JOURNAL ARTICLE published 1 November 2013 in Bernoulli

Authors: Ngai Hang Chan | Rongmao Zhang

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

JOURNAL ARTICLE published 1 August 2004 in Bernoulli

Authors: Christian Francq | Jean-Michel Zakoïan

Absolute regularity and ergodicity of Poisson count processes

JOURNAL ARTICLE published 1 November 2011 in Bernoulli

Authors: Michael H. Neumann

Filtered Brownian motions as weak limit of filtered Poisson processes

JOURNAL ARTICLE published 1 April 2005 in Bernoulli

Authors: Laurent Decreusefond | Nicholas Savy

A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature

JOURNAL ARTICLE published 1 May 2009 in Bernoulli

Authors: Aldéric Joulin

Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

JOURNAL ARTICLE published 1 November 2008 in Bernoulli

Authors: Kouji Yano

Exit identities for Lévy processes observed at Poisson arrival times

JOURNAL ARTICLE published 1 August 2016 in Bernoulli

Authors: Hansjörg Albrecher | Jevgenijs Ivanovs | Xiaowen Zhou

Compound Poisson limit theorems for high-level exceedances of some non-stationary processes

JOURNAL ARTICLE published 1 June 2003 in Bernoulli

Authors: Lise Bellanger | Gonzalo Perera

Function-indexed empirical processes based on an infinite source Poisson transmission stream

JOURNAL ARTICLE published 1 August 2012 in Bernoulli

Authors: François Roueff | Gennady Samorodnitsky | Philippe Soulier

First passage time law for some Lévy processes with compound Poisson: Existence of a density

JOURNAL ARTICLE published 1 November 2011 in Bernoulli

Authors: Laure Coutin | Diana Dorobantu

Explosive Poisson Shot Noise Processes with Applications to Risk Reserves

JOURNAL ARTICLE published March 1995 in Bernoulli

Authors: Claudia Klüppelberg | Thomas Mikosch | Claudia Kluppelberg

Probability approximation of point processes with Papangelou conditional intensity

JOURNAL ARTICLE published 1 November 2017 in Bernoulli

Authors: Giovanni Luca Torrisi