CORR
2010
Springer
14 years 11 months ago
2010
Springer
: We consider a class of point processes, which we call sub-Poisson; these are point processes that can be directionallyconvexly (dcx) dominated by some Poisson point process. The ...
82
Voted
NIPS
2007
15 years 15 days ago
2007
A novel approach to measure the interdependence of two time series is proposed, referred to as “stochastic event synchrony” (SES); it quantifies the alignment of two point pr...
86
Voted
WSC
2008
15 years 1 months ago
2008
Point processes with stochastic intensities are ubiquitous in many application areas, including finance, insurance, reliability and queuing. They can be simulated from standard Po...