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Conditional intensities and coincidence properties of stochastic processes with embedded point processes

Author

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  • König, Dieter
  • Schmidt, Volker

Abstract

The aim of the present paper is to discuss three types of coincidence properties (EPSTA, CEPSTA, MUSTA) of stationary continuous-time stochastic processes with embedded point processes. It turns out that not only EPSTA and CEPSTA, but also MUSTA can be characterized by certain invariance properties of conditional intensities of the embedded point processes.

Suggested Citation

  • König, Dieter & Schmidt, Volker, 1993. "Conditional intensities and coincidence properties of stochastic processes with embedded point processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 273-281, April.
    • Handle: RePEc:eee:spapps:v:45:y:1993:i:2:p:273-281
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