Testing Separability in Spatial‐Temporal Marked Point Processes [PDF]
Biometrics, 2004 Summary. Nonparametric tests for investigating the separability of a spatial‐temporal marked point process are described and compared. It is shown that a Cramer–von Mises‐type test is very powerful at detecting gradual departures from separability, and that a residual test based on randomly rescaling the process is powerful at detecting nonseparable ...
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Derivatives pricing with marked point processes using Tick-by-tick dataR [PDF]
I propose to model stock price tick-by-tick data via a non-explosive marked point process. The arrival of trades is driven by a counting process in which the waiting-time between trades possesses a Mittag-Leffler survival function and price revisions ...
Álvaro Cartea
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L\'evy processes with marked jumps II : Application to a population model with mutations at birth
, 2013 Consider a population where individuals give birth at constant rate during their lifetimes to i.i.d. copies of themselves. Individuals bear clonally inherited types, but (neutral) mutations may happen at the birth events.
Delaporte, Cécile
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Unsupervised Detection of Planetary Craters by a Marked Point Process [PDF]
With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired ...
Benediktsson, J. A. +4 more
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Theatrical Training Marked by Popular Education and Popular Culture:
Revista Brasileira de Estudos da Presença, 2023 The article discusses the meanings that young people from peripheral neighborhoods attribute to their theater studying experience marked by popular education and popular culture in an educational institution in Belo Horizonte.
Júlia Camargos
doaj
Modeling Marked Poisson Point Processes with Real-Valued Marks
In the analysis of spatial point patterns with associated real-valued marks, standard models either rely on strong distributional assumptions about the marks to incorporate their effect on the estimated intensity, or exclude them from the fitting procedure, studying the marks through marked summary statistics.
Marco Tarantino +3 more
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Lymphatic vessel mapping in the upper extremities of a healthy Korean population
Archives of Plastic Surgery, 2018 Background Intraoperative indocyanine green (ICG) lymphography can effectively detect functioning lymph vessels in edematous limbs. However, it is sometimes difficult to clearly identify their course in later-stage edematous limbs. For this reason, many
Yun-Whan Lee +5 more
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Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks [PDF]
To model intraday stock price movements we propose a class of marked doubly stochastic Poisson processes, whose intensity process can be interpreted in terms of the effect of information release on market activity.
Marco Minozzo, Silvia Centanni
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Urban Traffic Monitoring from Aerial LIDAR Data with a Two-Level Marked Point Process Model [PDF]
, 2012 In this paper we present a new model for joint extrac- tion of vehicles and coherent vehicle groups in airborne LIDAR point clouds collected from crowded urban areas.
Benedek, Csaba, Börcs, Attila
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Towards a General Theory of Good Deal Bounds [PDF]
We consider an incomplete market in the form of a multidimensional Markovian factor model, driven by a general marked point process (representing discrete jump events) as well as by a standard multidimensional Wiener process.
Björk, Tomas, Slinko, Irina
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