Functional approach to the random mean of a compound Cox process

DOI10.1007/s00180-007-0052-1zbMath1196.62078OpenAlexW2019521371MaRDI QIDQ964624

F. M. Ocaña, Paula R. Bouzas, Nuria Ruiz-Fuentes

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0052-1

zbMATH Keywords

functional principal components analysiscompound doubly stochastic Poisson processparametric process estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items (4)

On the smoothing estimation problem for the intensity of a DSMPP ⋮ Variational Bayesian functional PCA ⋮ Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach ⋮ Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events

Uses Software

• fda (R)

Cites Work

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• A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process
• On the control of a compound immigration process through total catastrophes
• The compound Poisson risk model with a threshold dividend strategy
• Spatio-temporal Modelling of Weeds by Shot-noiseG Cox processes

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