Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events (Q2066496)
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scientific article; zbMATH DE number 7457442
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| English | Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events |
scientific article; zbMATH DE number 7457442 |
Statements
Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events (English)
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14 January 2022
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compound Cox process
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estimation
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principal components prediction
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phase type process
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0.7117061018943787
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0.7014980316162109
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0.6986814737319946
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