Simulation of Nonhomogeneous Poisson Processes with Degree-Two Exponential Polynomial Rate Function

DOI10.1287/OPRE.27.5.1026MaRDI QIDQ3851568zbMATH OpenOpenAlexFDO

Authors Peter A. W. Lewis, Gerald S. Shedler

Publication date 1979

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.27.5.1026

zbMATH Keywords

simulationrandom numbernonhomogeneous Poisson processgap statistics

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov processes (60J99) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited in

(2)

• An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions
• \textit{smoothEM}: a new approach for the simultaneous assessment of smooth patterns and spikes

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