scientific article; zbMATH DE number 4189054

MaRDI QIDQ5753418zbMATH OpenFDO

Authors Björn Johansson

Publication date 1990

zbMATH Keywords

simulationcounting processmaximum likelihood estimatorsaddlepoint approximationYule processprediction sufficiencyunbiased predictionexponentially growing intensityPoisson process with unknown constant intensityprediction sufficient statistic

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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(11)

• Predicting a cyclic Poisson process
• Prediction of components in random sums
• Predicting the value of an integer-valued random variable
• Prediction mean squared error of the Poisson NIAR(1) process with estimated parameters
• Adaptive prediction and reverse martingales
• Simultaneous prediction for independent Poisson processes with different durations
• Sufficiency and efficiency in statistical prediction
• Optimal prediction of compound mixed Poisson processes
• Bayesian prediction for stochastic processes: theory and applications
• On optimal prediction for stochastic processes
• Bayesian prediction in doubly stochastic Poisson process

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