Confidence bounds for compound Poisson process

DOI10.1007/s00362-024-01604-7MaRDI QIDQ6640142

Qinhao Wu, Marek Skarupski

Publication date: 18 November 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

confidence intervalscentral limit theoremdelta methodcompound Poisson process

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Efficient nonparametric inference for discretely observed compound Poisson processes
• Edgeworth expansions for compound Poisson processes and the bootstrap
• Density estimation for compound Poisson processes from discrete data
• Statistical properties of an estimator for the mean function of a compound cyclic Poisson process in the presence of linear trend
• Empirical Likelihood for Compound Poisson Processes
• COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES
• Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment
• Survival Analysis

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