A backward construction and simulation of correlated Poisson processes

DOI10.1080/00949655.2016.1277428OpenAlexW2571051305MaRDI QIDQ5106874

Alex Kreinin, Taehan Bae

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1277428

zbMATH Keywords

correlated Poisson processesbackward simulationbivariate copula functionsMarshall-Olkin bivariate binomial distribution

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05)

Related Items (1)

Backward simulation of multivariate mixed Poisson processes

Cites Work

• A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
• ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES
• Multivariate Counting Processes: Copulas and Beyond

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