Point Processes and Their Statistical Inference

Alan Karr

• Publisher: Routledge
• Year: 2017
• Print ISBN: 9780367580032
• eBook ISBN: 9781351423823
• Topic: Mathematics
• Subtopic: Probability & Statistics
• Index: Mathematics

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.

Table of contents

• Cover
• Half title
• Title Page
• Copyright Page
• Dedication Page
• Preface to the Second Edition
• Preface to the First Edition
• Contents
• 1 Point Processes: Distribution Theory
• 2 Point Processes: Intensity Theory
• 3 Inference for Point Processes: An Introduction
• 4 Empirical Inference for Point Processes
• 5 Martingale Inference for Point Processes: General Theory
• 6 Inference for Poisson Processes on General Spaces
• 7 Inference for Cox Processes on General Spaces
• 8 Nonparametric Inference for Renewal Processes
• 9 Inference for Stationary Point Processes
• 10 Inference for Stochastic Processes Based on Poisson Process Samples
• Appendix A: Spaces of Measures
• Appendix B: Continuous Time Martingales
• Bibliography
• Index