Generalized filtered Poisson processes and application in hydrology

被引：2
|
作者：
Lefebvre, Mario [1 ]
机构：
[1] Ecole Polytech, Dept Math & Genie Ind, Succursale Ctr Ville, Montreal, PQ H3C 3A7, Canada
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 18期
基金：
加拿大自然科学与工程研究理事会;
关键词：
D O I：
10.1016/j.spl.2008.06.020
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Filtered Poisson processes are generalized by considering as response functions the values taken by diffusion processes. Moreover, the time between the events is not necessarily exponentially distributed. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：3274 / 3276
页数：3
相关论文
共 50 条
  • [41] Generalized Poisson integer-valued autoregressive processes with structural changes
    Zhang, Chenhui
    Wang, Dehui
    Yang, Kai
    Li, Han
    Wang, Xiaohong
    JOURNAL OF APPLIED STATISTICS, 2022, 49 (11) : 2717 - 2739
  • [42] SOME AUTOREGRESSIVE MOVING AVERAGE PROCESSES WITH GENERALIZED POISSON MARGINAL DISTRIBUTIONS
    ALZAID, AA
    ALOSH, MA
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1993, 45 (02) : 223 - 232
  • [43] GENERALIZED POISSON PROCESSES IN QUANTUM-MECHANICS AND FIELD-THEORY
    COMBE, P
    RODRIGUEZ, R
    HOEGHKROHN, R
    SIRUGUE, M
    SIRUGUECOLLIN, M
    PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS, 1981, 77 (03): : 221 - 233
  • [44] Multivariate Analysis of Fertility: an Application of the Generalized Poisson Regression Model
    Agyeman, Adelaide
    STATISTIKA-STATISTICS AND ECONOMY JOURNAL, 2021, 101 (02) : 218 - 236
  • [45] Generalized Symplectization of Vlasov Dynamics and Application to the Vlasov–Poisson System
    Robert Axel Neiss
    Archive for Rational Mechanics and Analysis, 2019, 231 : 115 - 151
  • [46] Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes
    Torrisi, Giovanni Luca
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2017, 53 (02): : 679 - 700
  • [47] APPROXIMATE BIVARIATE DENSITY-FUNCTION FOR ORTHOGONAL FILTERED POISSON PROCESSES WITH APPLICATIONS TO VOLUME REVERBERATION PROBLEMS
    EHRENBERG, JE
    JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 1976, 59 (02): : 374 - 380
  • [48] POISSON PROCESSES AND COMPOUND POISSON PROCESSES IN INSURANCE MANAGEMENT
    Milic, Dominika Crnjac
    INTERDISCIPLINARY MANAGEMENT RESEARCH VI, 2010, 6 : 534 - 541
  • [49] ON A PROCESS DERIVED FROM A FILTERED POISSON PROCESS
    Lefebvre, Mario
    Guilbault, Jean-Luc
    REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 2009, 54 (02): : 147 - 159
  • [50] Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
    Goncalves, Flavio B.
    Dutra, Livia M.
    Silva, Roger W. C.
    STATISTICS AND COMPUTING, 2022, 32 (01)
12345