Title of article :
Information-based thinning of point processes and its application to shock models
Author/Authors :
Cha، نويسنده , , Ji Hwan and Finkelstein، نويسنده , , Maxim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Pages :
6
From page :
2345
To page :
2350
Abstract :
Thinning of point processes is a useful operation that is implemented in various stochastic models. When the initial point process is the nonhomogeneous Poisson process (NHPP), the thinned processes are also nonhomogeneous Poisson processes independent of each other. The crucial assumption in deriving this result is that the corresponding classification of events is independent of all other events, including the history of the process. However, in practice, this classification is often dependent on the history. In our paper, we define and describe the thinned processes for the history-dependent case using different levels of available information. We also discuss the applications of the obtained general results to the corresponding shocks models.
Keywords :
History-dependent thinning , Conditional intensity , Thinning of point processes , Shock model , Partial information
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2012
Journal title :
Journal of Statistical Planning and Inference
Record number :
2222040
Link To Document :
بازگشت