Concepedia

Multivariate Point Processes

Multivariate Point Processes is a stochastic process that models the random occurrence of multiple types of events in time or space, distinguished from univariate point processes by incorporating jointly distributed event sequences across different event categories.

144

Publications

10.7K

Citations

253

Authors

174

Institutions

Publications per year

2017–2026

20

Parents

Publications

144

A Point Process Framework for Relating Neural Spiking Activity to Spiking History, Neural Ensemble, and Extrinsic Covariate Effects

Wilson Truccolo, Uri T. Eden, Matthew Fellows et al. · Journal of Neurophysiology · 2004 · 1.1K citations

, , +13

GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

Drew Creal, Siem Jan Koopman, André Lucas · Journal of Applied Econometrics · 2012 · 1K citations · Full text

, , +16

On Lewis' simulation method for point processes

IEEE Transactions on Information Theory · 1981 · 749 citations

, , +15

Hawkes Processes in Finance

Emmanuel Bacry, Iacopo Mastromatteo, Jean–François Muzy · Market Microstructure and Liquidity · 2015 · 411 citations

, , +15

Affine Point Processes and Portfolio Credit Risk

Eymen Errais, Kay Giesecke, Lisa R. Goldberg · SIAM Journal on Financial Mathematics · 2010 · 386 citations

, , +17

1–5 of 144

Authors

253

  1. JM
    Jorge Mateu

    Universitat Jaume I, Spain

    5 publications · 108 citations

    5

    h-index

  2. AF
    Alan F. Karr

    National Institute of Statistical Sciences, United States

    5 publications · 784 citations

    5

    h-index

  3. RF
    Richard F. Serfozo

    Georgia Institute of Technology, United States

    3 publications · 411 citations

    3

    h-index

  4. PL
    Peter Lewis

    Naval Postgraduate School, United States

    3 publications · 308 citations

    3

    h-index

  5. VS
    Victor Solo

    UNSW Sydney, Australia

    3 publications · 39 citations

    3

    h-index

1–5 of 253

Institutions

174

  1. Stanford University

    Stanford, United States

    6 h-index

    8 publications

    445 citations

  2. Universitat Jaume I

    Castellon, Spain

    5 h-index

    6 publications

    120 citations

  3. University of Copenhagen

    Copenhagen, Denmark

    5 h-index

    6 publications

    349 citations

  4. ETH Zurich

    Zurich, Switzerland

    5 h-index

    9 publications

    1.4K citations

  5. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    9 publications

    1.5K citations

  6. University of California, Berkeley

    Berkeley, United States

    4 h-index

    4 publications

    131 citations

  7. Aalborg University

    Aalborg, Denmark

    4 h-index

    5 publications

    224 citations

  8. The Institute of Statistical Mathematics

    Tokyo, Japan

    3 h-index

    3 publications

    822 citations

1–8 of 174

Venues

  1. arXiv (Cornell University)

    Repository · 9 publications · 426 citations

    9

    h-index

  2. Journal of Applied Probability

    JAP · 6 publications · 546 citations

    6

    h-index

  3. SSRN Electronic Journal

    Repository · 4 publications · 311 citations

    4

    h-index

  4. 4

    h-index

  5. Technometrics

    3 publications · 192 citations

    3

    h-index

1–5