ESTIMATING THE MEAN AND VARIANCE FUNCTIONS OF A COMPOUND POISSON PROCESS HAVING POWER FUNCTION INTENSITY

DOI10.17654/MS100091455zbMath1356.62126OpenAlexW2548927056MaRDI QIDQ2966854

Faza Sakinah, I. Wayan Mangku, Ruhiyat

Publication date: 28 February 2017

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10239.htm

zbMATH Keywords

variance functioncompound Poisson processmean functionpower function intensity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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