scientific article; zbMATH DE number 4189054

zbMATH Open0721.62094MaRDI QIDQ5753418FDOQ5753418

Authors: Björn Johansson 

Publication date: 1990

Title of this publication is not available (Why is that?)

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

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