Backward simulation of multivariate mixed Poisson processes

DOI10.1080/00949655.2021.1943387MaRDI QIDQ3390358zbMATH OpenOpenAlexFDO

Authors Michael Chiu, Alexander Kreinin, Kenneth R. Jackson

Publication date 24 March 2022

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

Full work available at URL https://arxiv.org/abs/2007.07976

zbMATH Keywords

backward simulationextreme joint distributionmultivariate mixed Poisson processesorder statistic property

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

• Backward simulation methods for Monte Carlo statistical inference
• Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections

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