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Lévy-based Cox point processes

Publication at Faculty of Mathematics and Physics |
2008

Abstract

In this paper we introduce Levy-driven Cox point processes (LCPs) as Cox point processes with driving intensity function defined by a kernel smoothing of a Levy basis (an independently scattered, infinitely divisible random measure). We study the theoretical properties of Levy-based Cox processes, including moment properties described by nth-order product densities, mixing properties, specification of inhomogeneity, and spatio-temporal extensions.