Fractional Poisson processes represent an innovative extension of the classical Poisson process, wherein the interarrival times follow heavy-tailed distributions often characterised by the ...

Your codespace will open once ready. There was a problem preparing your codespace, please try again. These are models for Poisson processes. Goal is to be able to forecast values in a Poisson process ...

processes are continuous and the state space is the set of whole 1. Suppose that on average 20 claims arrive every day (i.e. $\lambda = 20$). What is the probability that more than 100 claims number ...

Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...

Abstract: Estimating the rate (first-order intensity) of a point process is a task of great interest in the understanding of its nature. In this work we first address the estimation of the rate of an ...

The Poisson process is a stochastic process that models many real-world phenomena. We present the definition of the Poisson process and discuss some facts as well as some related probability ...

It is a well known fact that for the hierarchical model of a Poisson random variable Y whose mean has an Erlang distribution, the unconditional distribution of Y is negative binomial. However, the ...

This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...

This contribution is part of the special series of Inaugural Articles by members of the National Academy of Sciences elected in 2010. We address the problem of the joint statistical inference of ...