Results 51 to 60 of about 508,293 (181)
Functional Limit Theorem for the Sums of PSI-Processes with Random Intensities
Mathematics, 2022 We consider a sequence of i.i.d. random variables, (ξ)=(ξi)i=0,1,2,⋯, Eξ0=0, Eξ02=1, and subordinate it by a doubly stochastic Poisson process Π(λt), where λ≥0 is a random variable and Π is a standard Poisson process.
Yuri Yakubovich +2 more
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The bi-Poisson process: a quadratic harness
, 2008 This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances.
Bryc, Włodzimierz +2 more
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Journal of Agricultural and Resource Economics, 2007 This paper investigates the impact of including the risk of fire in an optimal tree harvesting model at the stand level, assuming timber prices follow a mean-reverting stochastic process.
Margaret Insley, Manle Lei
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Evolutionary Inference via the Poisson Indel Process
, 2013 We address the problem of the joint statistical inference of phylogenetic trees and multiple sequence alignments from unaligned molecular sequences. This problem is generally formulated in terms of string-valued evolutionary processes along the branches ...
Alexandre Bouchard-Côté +13 more
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Properties of a Random Bipartite Geometric Associator Graph Inspired by Vehicular Networks
Entropy, 2023 We consider a point process (PP) generated by superimposing an independent Poisson point process (PPP) on each line of a 2D Poisson line process (PLP). Termed PLP-PPP, this PP is suitable for modeling networks formed on an irregular collection of lines ...
Kaushlendra Pandey +3 more
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A Space-Time Scan Statistic To Detect Cluster Alarms Of Dengue Mortality In Indonesia, 2005
Makara Seri Sains, 2008 This article presents a space-time scan statistic, useful for evaluating space-time cluster alarms, and illustrates the method to investigate a recent dengue mortality alarm in Indonesia.
Tjiong Giok Pin, Yekti Widyaningsih
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Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
Axioms, 2019 This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure.
Foad Shokrollahi
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Moments and central limit theorems for some multivariate Poisson functionals
, 2014 This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.
Billingsley +7 more
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Mean and Variance Modeling of Under-Dispersed and Over-Dispersed Grouped Binary Data
Journal of Statistical Software, 2019 This article describes the R package BinaryEPPM and its use in determining maximum likelihood estimates of the parameters of extended Poisson process models for grouped binary data.
David M. Smith, Malcolm J. Faddy
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Stein's method, Palm theory and Poisson process approximation
, 2004 The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence.
Chen, Louis H. Y., Xia, Aihua
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