Hybrid Marked Point Processes: Characterization, Existence and Uniqueness
نویسندگان
چکیده
منابع مشابه
Stable Marked Point Processes
In many contexts, such as queueing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation is to consider the observation points as generated by a Poisson Process. Under this assumption, we study the limit behavior of the partial sums of the Marked Point Process {(ti, X(ti))}, where X(t) is a stationary random fiel...
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In a wide range of applications, dependence on smoothly-varying covariates leads spatial point count intensities to feature positive correlation for nearby locations. In applications where the points are “marked” with individual attributes, the distributions for points with varying attributes may also differ. We introduce a class of hierarchical spatial regression models for relating marked poi...
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ژورنال
عنوان ژورنال: Market Microstructure and Liquidity
سال: 2018
ISSN: 2382-6266,2424-8037
DOI: 10.1142/s2382626619500072