Results 91 to 100 of about 10,348 (206)
This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process.
Dag Tjøstheim +2 more
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Insurance claims modulated by a hidden marked point process
, 2007 Recently Markov-modulated compound Poisson models have gained its popularity in modelling insurance claims in the actuarial science literature. A Markov-modulated compound Poisson model can provide a realistic and flexibile way to model aggregate ...
Elliott, RJ +8 more
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Design of Active Queue Management for Robust Control on Access Router for Heterogeneous Networks
EURASIP Journal on Wireless Communications and Networking, 2011 The Internet architecture is a packet switching technology that allows dynamic sharing of bandwidth among different flows with in an IP network. Packets are stored and forwarded from one node to the next until reaching their destination. Major issues in
Åhlund Christer +2 more
doaj
USE OF CUMULATIVE SUMS FOR DETECTION OF CHANGEPOINTS IN THE RATE PARAMETER OF A POISSON PROCESS [PDF]
This paper studies the problem of multiple changepoints in rate parameter of a Poisson process. We propose a binary segmentation algorithm in conjunction with a cumulative sums statistic for detection of changepoints such that in each step we need only ...
Pedro Galeano
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Approximation of a class of Markov-modulated Poisson processes with a large state-space.
, 1989 Many queueing systems have an arrival process that can be modeled by a Markov-modulated Poisson process. The Markov-modulated Poisson process (MMPP) is a doubly stochastic Poisson process in which the arrival rate varies according to a finite state ...
Sitaraman, Hariharakrishnan.
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, 1991 [[abstract]]The transient behavior of a Markov-modulated Poisson arrival queue is studied under overload control. The queue has finite or infinite buffer capacity with multiple exponential servers.
Lee,Duan-Shin +3 more
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Markov Modulated Poisson Processes in Credit Risk Modelling
, 2008 In this thesis, we use the Markov Modulated Poisson Process (MMPP) to model default arrival, a central issue of credit risk modelling. We work within the framework of reduced-form models to describe default rates as Markov chains, as an alternative to ...
Miao, Daniel Wei-Chung
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BMAP|SM⥻1 model with Markov modulated retrials
Batch Markovian Arrival Process, Semi-Markovian Service, Markov Modulated Retrial Poisson Process, 60K25,
V. Klimenok, A. Dudin
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