Prediction in a Poisson cluster model (Q3578669): Difference between revisions

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+https://doi.org/10.1239/jap/1276784896
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+W2038363711
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+Q5737381
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+Modeling teletraffic arrivals by a Poisson cluster process
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+Q4694353
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+Normal rank
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+Normal convergence of multidimensional shot noise and rates of this convergence
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+Extremal properties of shot noise processes
@@ Property / cites work: Extremal properties of shot noise processes / rank @@
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+Prediction of outstanding payments in a Poisson cluster model
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+Q3333815
@@ Property / cites work: Q3333815 / rank @@
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+Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
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+Delay in claim settlement and ruin probability approximations
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+Explosive Poisson shot noise processes with applications to risk reserves
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+Regular variation in the mean and stable limits for Poisson shot noise
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+Macroscopic models for long-range dependent network traffic
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+Q4894804
@@ Property / cites work: Q4894804 / rank @@
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+The central limit theorem for the Poisson shot-noise process
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+The Berry-Esseen bound for the Poisson shot-noise
@@ Property / cites work: The Berry-Esseen bound for the Poisson shot-noise / rank @@
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+Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
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+Q5342244
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+Which stochastic model is underlying the chain ladder method?
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+Extremes for shot noise processes with heavy tailed amplitudes
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+Non-life insurance mathematics. An introduction with the Poisson process
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+Scaling Limits for Cumulative Input Processes
@@ Property / cites work: Scaling Limits for Cumulative Input Processes / rank @@
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+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
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+The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion
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+Q4714002
@@ Property / cites work: Q4714002 / rank @@
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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+Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes
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+Q5598980
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+Publication:3578669