A backward construction and simulation of correlated Poisson processes

DOI10.1080/00949655.2016.1277428MaRDI QIDQ5106874zbMATH OpenOpenAlexFDO

Authors Taehan Bae, Alex Kreinin

Publication date 22 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2016.1277428

zbMATH Keywords

backward simulationbivariate copula functionscorrelated Poisson processesMarshall-Olkin bivariate binomial distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60)

Cites work

• A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
• ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES
• Multivariate Counting Processes: Copulas and Beyond

Cited in

(1)

• Backward simulation of multivariate mixed Poisson processes

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