Bayesian prediction in doubly stochastic Poisson process
From MaRDI portal
Recommendations
- Conditional \(\Gamma\)-minimax prediction with a precautionary loss function in a marked point process model
- Bayesian prediction for stochastic processes: theory and applications
- Forecasting a class of doubly stochastic Poisson processes
- scientific article; zbMATH DE number 1408885
- Publication:5753418
Cites work
- scientific article; zbMATH DE number 3538605 (Why is no real title available?)
- scientific article; zbMATH DE number 802908 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- scientific article; zbMATH DE number 3217455 (Why is no real title available?)
- Bayesian prediction with an asymmetric criterion in a nonparametric model of insurance risk
- Doubly stochastic Poisson processes
- Ferguson distributions via Polya urn schemes
- Non-life insurance mathematics. An introduction with the Poisson process
- Poisson processes revisited
- Principles of Statistical Inference
- Statistical models based on counting processes
Cited in
(6)- Conditional \(\Gamma\)-minimax prediction with a precautionary loss function in a marked point process model
- Simultaneous prediction for independent Poisson processes with different durations
- Forecasting a class of doubly stochastic Poisson processes
- Bayesian prediction for stochastic processes: theory and applications
- Empirical Bayes prediction for a compound Poisson-multinomial process
- Predicting a cyclic Poisson process
This page was built for publication: Bayesian prediction in doubly stochastic Poisson process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q479503)
