Modelling Poisson marked point processes using bivariate mixture transition distributions (Q5218877)
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scientific article; zbMATH DE number 7177676
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modelling Poisson marked point processes using bivariate mixture transition distributions |
scientific article; zbMATH DE number 7177676 |
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Modelling Poisson marked point processes using bivariate mixture transition distributions (English)
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6 March 2020
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continuous-discrete bivariate distribution models
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EM algorithm
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high-frequency financial data
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identifiability
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Internet traffic
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marked point processes
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negative binomial models
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observation-driven models
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Poisson time series models
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0.8578502535820007
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0.8374018669128418
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0.8047158718109131
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0.7569162249565125
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0.726819634437561
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