Optimal prediction of compound mixed Poisson processes

DOI10.1016/J.JSPI.2006.05.001zbMath1107.62102OpenAlexW2073123712MaRDI QIDQ872089

Michael Weba

Publication date: 27 March 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.001

zbMATH Keywords

nonhomogeneous Poisson processcompound Poisson processrisk theorymixed Poisson processbest linear unbiased forecastPólya--Lundberg process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Prediction of components in random sums ⋮ Nonparametric estimation in random sum models

Cites Work

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