Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events
DOI10.1007/S00362-019-01092-0zbMath1477.60066OpenAlexW2911557638MaRDI QIDQ2066496
Carmen Montes-Gijón, Nuria Ruiz-Fuentes, Paula R. Bouzas, Juan Eloy Ruiz-Castro
Publication date: 14 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10481/72028
Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Reliability and life testing (62N05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Prediction theory (aspects of stochastic processes) (60G25)
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