Modelling Poisson marked point processes using bivariate mixture transition distributions (Q5218877)

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scientific article; zbMATH DE number 7177676
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Modelling Poisson marked point processes using bivariate mixture transition distributions
scientific article; zbMATH DE number 7177676

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    Modelling Poisson marked point processes using bivariate mixture transition distributions (English)
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    6 March 2020
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    continuous-discrete bivariate distribution models
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    EM algorithm
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    high-frequency financial data
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    identifiability
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    Internet traffic
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    marked point processes
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    negative binomial models
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    observation-driven models
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    Poisson time series models
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