2014-03-01
Spatio-temporal càdlàg functional marked point processes: Unifying spatio-temporal frameworks
Publication
Publication
This paper defines the class of càdlàg functional marked point processes (CFMPPs). These
are (spatio-temporal) point processes marked by random elements which take values in a
càdlàg function space, i.e. the marks are given by càdlàg stochastic processes. We generalise
notions of marked (spatio-temporal) point processes and indicate how this class, in a sensible
way, connects the point process framework with the random fields framework. We also show
how they can be used to construct a class of spatio-temporal Boolean models, how to construct
different classes of these models by choosing specific mark functions, and how càdlàg functional
marked Cox processes have a double connection to random fields. We also discuss finite
CFMPPs, purely temporally well-defined CFMPPs and Markov CFMPPs. Furthermore, we
define characteristics such as product densities, Palm distributions and conditional intensities,
in order to develop statistical inference tools such as likelihood estimation schemes.
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| Cornell University Library | |
| arXiv.org e-Print archive | |
| Organisation | Stochastics |
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Cronie, O., & Mateu, J. (2014). Spatio-temporal càdlàg functional marked point processes: Unifying spatio-temporal frameworks. arXiv.org e-Print archive. Cornell University Library . |
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