On Statistical Analysis of Compound Point Process
The contribution deals with a stochastic process cumulating random increments at random moments (the compound point process). First, its martingale - compensator decomposition is recalled. Then a multiplicative form of the model with the regression on covariates, simultaneously for the intensity of...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/387 |