Asymptotic distributions for estimators and statistics in mixed Poisson processes

In: Tatra Mountains Mathematical Publications, vol. 39, no. 1

Vippal Savani - Anatoly A. Zhigljavsky

Detaily:

Rok, strany: 2008, 165 - 174

O článku:

Mixed Poisson processes provide natural and popular models in many applied areas including market research, insurance and disease modeling. This paper derives the joint asymptotic distributions of statistics and parameter estimates which are computed in different time intervals from data generated by mixed Poisson processes. These distributions can be used, for example, to test the adequacy of the mixed Poisson process against data.

Ako citovať:

ISO 690:

Savani, V., Zhigljavsky, A. 2008. Asymptotic distributions for estimators and statistics in mixed Poisson processes. In Tatra Mountains Mathematical Publications, vol. 39, no.1, pp. 165-174. 1210-3195.

APA:

Savani, V., Zhigljavsky, A. (2008). Asymptotic distributions for estimators and statistics in mixed Poisson processes. Tatra Mountains Mathematical Publications, 39(1), 165-174. 1210-3195.