Results 91 to 100 of about 63,363 (219)

Suprema of compound Poisson processes with light tails

Stochastic Processes and their Applications, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes [PDF]

, 2009
Riccardo Gatto
openalex   +1 more source

Maximum Likelihood Estimation of a Compound Poisson Process

The Annals of Statistics, 1976
The problem of estimating the compounding distribution of a compound Poisson process from independent observations of the compound process has been analyzed by Tucker (1963). A maximum likelihood method is proposed. The existence, uniqueness and convergence of the resulting estimator are derived.
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Compound Poisson process approximation under β-mixing and stabilization

The Annals of Applied Probability
We establish Poisson and compound Poisson approximations for stabilizing statistics of $β$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a stationary $β$-mixing process and its Palm version.
Otto, Moritz, Chenavier, Nicolas
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Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods [PDF]

, 2013
Riccardo Gatto, Benjamin Baumgartner
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Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process

, 2009
V. F. Kadankov, Tetyana Kadankova, Noël Veraverbeke   +2 more
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The compound Poisson immigration process subject to binomial catastrophes

Journal of Applied Probability, 2004
Recently, several authors have studied the transient and the equilibrium behaviour of stochastic population processes with total catastrophes. These models are reasonable for modelling populations that are exposed to extreme disastrous phenomena.
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A bayesian analysis for identifying DNA copy number variations using a compound poisson process. [PDF]

EURASIP J Bioinform Syst Biol, 2010
Chen J, Yiğiter A, Wang YP, Deng HW.
europepmc   +1 more source

Event-shape return period of Compound Poisson Processes for novel hydraulic engineering design concepts

, 2023
Calvani, Giulio, Perona, Paolo
openalex   +1 more source

Large Deviations for Processes on Half-Line: Random Walk and Compound Poisson [PDF]

, 2016
Fima C. Klebaner, A. A. Mogulskiĭ
openalex   +1 more source