Optimal prediction of compound mixed Poisson processes

DOI10.1016/J.JSPI.2006.05.001MaRDI QIDQ872089zbMATH OpenOpenAlexFDO

Authors Michael Weba

Publication date 27 March 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.05.001

zbMATH Keywords

risk theorymixed Poisson processnonhomogeneous Poisson processcompound Poisson processbest linear unbiased forecastPólya--Lundberg process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 877811 (Why is no real title available?)
• Aspects of risk theory

Cited in

(5)

• Prediction of components in random sums
• Empirical best prediction under area-level Poisson mixed models
• Nonparametric estimation in random sum models
• Prediction law of mixed Gaussian Volterra processes
• Prediction in Some Poisson Errors in Variables Models

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