Article ID: | iaor19951171 |
Country: | Netherlands |
Volume: | 50 |
Issue: | 2 |
Start Page Number: | 331 |
End Page Number: | 347 |
Publication Date: | Apr 1994 |
Journal: | Stochastic Processes and Their Applications |
Authors: | Pruscha Helmut |
The paper considers a multivariate point process with a parametric intensity process which splits into a stochastic factor