Queueing systems of INAR(1) processes with compound Poisson arrivals

DOI10.1080/15326349.2015.1060862MaRDI QIDQ3458139zbMATH OpenOpenAlexFDO

Authors Sebastian Schweer, Cornelia Wichelhaus

Publication date 8 December 2015

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2015.1060862

zbMATH Keywords

Burke's theoremcompound Poisson distributiondiscrete time queueing modelINAR(1) processestime reversibility

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Recommendations

• Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
• The discrete-time queue with autoregressive inputs revisited
• Some asymptotic properties in INAR(1) processes with Poisson marginals
• scientific article; zbMATH DE number 4203423
• scientific article; zbMATH DE number 5368559

Cites work

• A discrete-time queueing network
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Applied Probability and Queues
• Characterization of count data distributions involving additivity and binomial subsampling
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Heterogeneous INAR(1) model with application to car insurance
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Letter to the Editor—Some Results for the Bulk-Arrival Infinite-Server Poisson Queue
• Note—Extensions of Palm's Theorem: A Review
• On the time-reversibility of integer-valued autoregressive processes of general order
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The Multivariate Ginar(p) Process
• Univariate Discrete Distributions
• Validation tests for the innovation distribution in INAR time series models

Cited in

(12)

• Some asymptotic properties in INAR(1) processes with Poisson marginals
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Noncausal counting processes: a queuing perspective
• Bivariate integer-autoregressive process with an application to mutual fund flows
• SPC methods for time-dependent processes of counts—A literature review
• The Infinite Server Queue with Arrivals Generated by a Non-Homogeneous Compound Poisson Process
• Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
• Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process
• Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
• On some stationary INAR(1) processes with compound Poisson distributions
• Mixed causal-noncausal count process
• Stationary underdispersed INAR(1) models based on the backward approach

This page was built for publication: Queueing systems of INAR(1) processes with compound Poisson arrivals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3458139)