Cell-to-cell communication: from physical calling to remote emotional touching. [PDF]
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Pricing collateralized debt obligations with Markov-modulated Poisson processes
Pricing collateralized debt obligations with Markov-modulated Poisson processesopenaire
Statistical analysis on markov-modulated poisson processes [PDF]
Environmetrics, 1995 AbstractA class of doubly stochastic Poisson processes, which is termed a Markov‐modulated Poisson process, is studied. The maximum likelihood method is used to make inferences about the Markov‐modulated Poisson process. Expressions are derived for the likelihood function and for second‐order properties of both counts and intervals.
N I Ramesh
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