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- Q1290919 subject Q8767735.
- Q1290919 abstract "In probability theory, a Cox process, also known as a doubly stochastic Poisson process or mixed Poisson process, is a stochastic process which is a generalization of a Poisson process where the time-dependent intensity λ(t) is itself a stochastic process. The process is named after the statistician David Cox, who first published the model in 1955.Cox processes are used to generate simulations of spike trains (the sequence of action potentials generated by a neuron), and also in financial mathematics where they produce a "useful framework for modeling prices of financial instruments in which credit risk is a significant factor."".
- Q1290919 wikiPageWikiLink Q1145117.
- Q1290919 wikiPageWikiLink Q1496376.
- Q1290919 wikiPageWikiLink Q162714.
- Q1290919 wikiPageWikiLink Q176737.
- Q1290919 wikiPageWikiLink Q194277.
- Q1290919 wikiPageWikiLink Q2732142.
- Q1290919 wikiPageWikiLink Q335632.
- Q1290919 wikiPageWikiLink Q43054.
- Q1290919 wikiPageWikiLink Q464935.
- Q1290919 wikiPageWikiLink Q5300182.
- Q1290919 wikiPageWikiLink Q5862903.
- Q1290919 wikiPageWikiLink Q7208498.
- Q1290919 wikiPageWikiLink Q7369136.
- Q1290919 wikiPageWikiLink Q8767735.
- Q1290919 comment "In probability theory, a Cox process, also known as a doubly stochastic Poisson process or mixed Poisson process, is a stochastic process which is a generalization of a Poisson process where the time-dependent intensity λ(t) is itself a stochastic process.".
- Q1290919 label "Cox process".