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A HIERARCHICAL MODELLING FOR MARKED POINT PROCESS GENERATED BY A MARKOV CHAIN
Keywords:
marked point process, Markov modulated Poisson process, Neyman-Scott cluster process, EM AlgorithmDOI:
https://doi.org/10.17654/0972361725073Abstract
We introduce a stochastic model for the marked point process generated from a Markov chain, with the ground process formed by an MMPP and the associated marks serving as a subsidiary process. The model formulation is motivated for two applications: modelling insurance claims and the occurrence of earthquakes.
Received: July 3, 2025
Accepted: August 6, 2025
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