A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process

DOI10.1016/j.apm.2004.01.001zbMath1068.60074OpenAlexW2074785413MaRDI QIDQ1776707

Ana M. Aguilera, Paula R. Bouzas, Mariano J. Valderrama

Publication date: 12 May 2005

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2004.01.001

zbMATH Keywords

Compound Poisson processCharacteristic functionalFiltered processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Modeling and forecasting river flows by means of filtered Poisson processes ⋮ On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process ⋮ Functional approach to the random mean of a compound Cox process

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