Point Processes and Their Statistical Inference, Second Edition,

Front Cover
CRC Press, Mar 1, 1991 - Mathematics - 512 pages

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 and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;, .tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.

 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Preface to the First Edition
1
Intensity Theory
53
An Introduction
93
Empirical Inference for Point Processes
132
General Theory
165
Inference for Poisson Processes on General Spaces
223
Inference for Cox Processes on General Spaces
262
Nonparametric Inference for Renewal Processes
307
Inference for Stationary Point Processes
348
Inference for Stochastic Processes Based on Poisson
382
Spaces of Measures
411
Bibliography
423
Index
483
Copyright

Other editions - View all

Common terms and phrases

Popular passages

Page 430 - Processus ponctuels et martingales: Resultats recents sur la modelisation et le filtrage.
Page 424 - Amari and M. Kumon. Estimation in the presence of infinitely many nuisance parameters — geometry of estimating functions.
Page 460 - Maximum likelihood estimation for distributions with monotone failure rate.
Page 457 - On three basic results in the theory of stationary point processes,

Bibliographic information