On Lewis' simulation method for point processes
نویسنده
چکیده
A simple and efficient method of simulation is discwsed for point processes that are specified by their conditional intensities. Tbe metbud is based on tbe thinning algorithm which was introduced recently by Lewis and Shedler for the simulation of nonhomogeneous Poisson pmcesses. Algorithms are given for past dependent point processes contain@ multivariate processes. The simulations are performed for some parametric conditional intensity functions, and the accuracy of tbe sbnulated data is demonstrated by the liieliiood ratio test aud the minbuum Akaiie information criterion (AK) procedure.
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ورودعنوان ژورنال:
- IEEE Trans. Information Theory
دوره 27 شماره
صفحات -
تاریخ انتشار 1981