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A Stochastic String with a Compound Poisson Process [PDF]

Abstract and Applied Analysis, 2013
We investigate a compound Poisson infinite factor diffusion model which describes the relationship between the infinite-dimension random risk resource and the corresponding stochastic process.
Sheng Fan
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Compound Poisson point processes, concentration and oracle inequalities [PDF]

Journal of Inequalities and Applications, 2019
This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang et al. (Insur. Math. Econ. 59:325–336, 2014).
Huiming Zhang, Xiaoxu Wu
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Copula Relations in Compound Poisson Processes [PDF]

, 2014
We investigate in multidimensional compound Poisson processes (CPP) the relation between the dependence structure of the jump distribution and the dependence structure of the respective components of the CPP itself. For this purpose the asymptotic $ t\to \infty$ is considered, where $ $ denotes the intensity and $t$ the time point of the CPP.
Christian Palmes
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On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios [PDF]

, 2011
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these likelihood ratios,
Sergueï Dachian, Ilia Negri
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Thinning process algorithms for compound poisson process having nonhomogeneous poisson process (NHPP) intensity functions

IOP Conference Series: Materials Science and Engineering, 2019
Abstract One stochastic process that is often used to model real phenomena is the compound Poisson process (CPP). CPP is a process in which a component in the process of the events occurred is assumed to be a Poisson process with a certain intensity function (homogeneous or nonhomogeneous).
Syarif Abdullah, Fajri Ikhsan, Shofiatul Ula, Yazid Rukmayadi   +3 more
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Empirical Likelihood for Compound Poisson Processes

Australian & New Zealand Journal of Statistics, 2012
SummaryLet {N(t), t > 0} be a Poisson process with rate λ > 0, independent of the independent and identically distributed random variables with mean μ and variance . The stochastic process is then called a compound Poisson process and has a wide range of applications in, for example, physics, mining, finance and risk management.
Zhouping Li, Xiping Wang, Zhou Wang
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ASYMPTOTIC DISTRIBUTIONS OF ESTIMATORS FOR THE MEAN AND THE VARIANCE OF A COMPOUND CYCLIC POISSON PROCESS

Barekeng
A stochastic process has an important role in modeling various real phenomena. One special form of the stochastic process is a compound Poisson process.
Ika Reskiana Adriani, I Wayan Mangku, Retno Budiarti   +2 more
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On the Estimation for Compound Poisson Inarch Processes

Revstat Statistical Journal, 2021
Considering the wide class of discrete Compound Poisson INARCH models, introduced in [6], the main goal of this paper is to develop and compare parametric estimation procedures for first-order models, applicable without specifying the conditional ...
E. Gonçalves , N. Mendes-Lopes , F. Silva   +2 more
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Subordinated compound Poisson processes of order k [PDF]

Modern Stochastics: Theory and Applications, 2020
12 ...
Sengar, Ayushi Singh, Upadhye, Neelesh S.   +1 more
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On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications

Revista Colombiana de Estadística, 2013
The univariate and bivariate compound Poisson process (CPP and BCPP, respectively) ensure a better description than the homogeneous Poisson process for clustering of events.
GAMZE ÖZEL
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