Confidence bounds for compound Poisson process

DOI10.1007/S00362-024-01604-7MaRDI QIDQ6640142zbMATH OpenFDO

Authors Marek Skarupski, Qinhao Wu

Publication date 18 November 2024

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-024-01604-7

zbMATH Keywords

central limit theoremcompound Poisson processconfidence intervalsdelta method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Parametric tolerance and confidence regions (62F25)

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• ESTIMATING THE MEAN AND VARIANCE OF A COMPOUND POISSON PROCESS WITH THE POISSON INTENSITY OBTAINED AS EXPONENTIAL OF THE LINEAR FUNCTION
• Exact short Poisson confidence intervals

Cites work

• Comparison of approximations for compound Poisson processes
• Density estimation for compound Poisson processes from discrete data
• Edgeworth expansions for compound Poisson processes and the bootstrap
• Efficient nonparametric inference for discretely observed compound Poisson processes
• Empirical likelihood for compound Poisson processes
• Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment
• Statistical properties of an estimator for the mean function of a compound cyclic Poisson process in the presence of linear trend
• Survival analysis. Models and applications.

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