Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals

DOI10.1080/15326349.2015.1060862zbMath1329.60323OpenAlexW1897664250MaRDI QIDQ3458139

Cornelia Wichelhaus, Sebastian Schweer

Publication date: 8 December 2015

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2015.1060862

zbMATH Keywords

Burke's theoremtime reversibilityINAR(1) processescompound Poisson distributiondiscrete time queueing model

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion ⋮ Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process ⋮ Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations ⋮ Unnamed Item ⋮ Noncausal counting processes: a queuing perspective ⋮ Bivariate integer-autoregressive process with an application to mutual fund flows ⋮ SPC methods for time-dependent processes of counts—A literature review

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