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Functional approach to the random mean of a compound Cox process

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  • P. Bouzas
  • N. Ruiz-Fuentes
  • F. Ocaña

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  • P. Bouzas & N. Ruiz-Fuentes & F. Ocaña, 2007. "Functional approach to the random mean of a compound Cox process," Computational Statistics, Springer, vol. 22(3), pages 467-479, September.
    • Handle: RePEc:spr:compst:v:22:y:2007:i:3:p:467-479
    DOI: 10.1007/s00180-007-0052-1
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    References listed on IDEAS

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    1. P. Bouzas & A. Aguilera & M. Valderrama & N. Ruiz-Fuentes, 2006. "On the structure of the stochastic process of mortgages in Spain," Computational Statistics, Springer, vol. 21(1), pages 73-89, March.
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    Cited by:

    1. van der Linde, Angelika, 2008. "Variational Bayesian functional PCA," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 517-533, December.
    2. Paula R. Bouzas & Nuria Ruiz-Fuentes & Carmen Montes-Gijón & Juan Eloy Ruiz-Castro, 2021. "Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events," Statistical Papers, Springer, vol. 62(1), pages 235-265, February.
    3. Fernández-Alcalá, R.M. & Navarro-Moreno, J. & Ruiz-Molina, J.C., 2009. "Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4322-4331, October.
    4. Rosa Maria Fernández-Alcalá & Jesus Navarro-Moreno & Juan C. Ruiz-Molina, 2012. "On the Smoothing Estimation Problem for the Intensity of a DSMPP," Methodology and Computing in Applied Probability, Springer, vol. 14(1), pages 5-16, March.

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