Title :
Likelihood functions for multivariate point processes with coincidences.
Author_Institution :
Univ. of New South Wales, Sydney
Abstract :
Existing work on scalar and multivariate point process models assumes a no-simultaneity condition i.e. no more than one event of any kind can occur in a small time interval. But there is now strong interest from a number of fields such as neuro-physiology in being able to construct models that allow simultaneity. Here we construct such models and associated likelihood (ratios) for the first time.
Keywords :
stochastic processes; associated likelihood models; multivariate point processes; neurophysiology fields; scalar-multivariate point process models; Australia; History; Mutual information; Neurophysiology; State-space methods; Stochastic processes; System identification; Telecommunication computing; USA Councils;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4434050