Functional approach to the random mean of a compound Cox process (Q964624)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional approach to the random mean of a compound Cox process |
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Functional approach to the random mean of a compound Cox process (English)
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22 April 2010
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Representation theorems are considered for the mean process and the mark accumulation process of a compound doubly stochastic Poisson process. Functional principal components analysis procedures are presented for the estimation of its parametric process. A process with harmonic intensity function is considered as an example. Results of simulations are presented.
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compound doubly stochastic Poisson process
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functional principal components analysis
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parametric process estimation
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