Stochastic processes directed by randomized time
From MaRDI portal
Recommendations
- Distributional results for means of normalized random measures with independent increments
- scientific article; zbMATH DE number 1090469
- On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
- Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type
- Compositions of Poisson and Gamma processes
- Some remarks on compound nonhomogeneous Poisson processes
- Sample path analysis and distributions of boundary crossing times
Cited in
(27)- On the monotonic properties of discrete failure rates
- A Lévy-driven rainfall model with applications to futures pricing
- Time changes that result in multiple points in continuous-time Markov counting processes
- Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
- New properties and representations for members of the power-variance family. II
- Trajectory composition of Poisson time changes and Markov counting systems
- Designing a Degradation Test with a Two-Parameter Exponential Lifetime Distribution
- Compound Poisson process with a Poisson subordinator
- Self-similarity and Lamperti convergence for families of stochastic processes
- A Subordinated Process with Geometric Exponential Operational Time
- Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes
- Sparse graphs using exchangeable random measures
- Poisson process with different Brownian clocks
- Randomly stopped nonlinear fractional birth processes
- Co-jumps and Markov counting systems in random environments
- The average of a negative-binomial Lévy process and a class of Lerch distributions
- Flexible Tweedie regression models for continuous data
- Physics of Stochastic Processes
- Classes of Discrete Lifetime Distributions
- Bessel processes and hyperbolic Brownian motions stopped at different random times
- On inverse-gamma distribution delayed by Poisson process
- Acceleration invariance principle for Hougaard processes in degradation analysis
- The first-passage-time moments for the Hougaard process and its Birnbaum-Saunders approximation
- Modeling and inference for infectious disease dynamics: a likelihood-based approach
- Iterated Poisson processes for catastrophic risk modeling in ruin theory
- Domains of attraction to Tweedie distributions
- Random walk particle tracking simulations of non-Fickian transport in heterogeneous media
This page was built for publication: Stochastic processes directed by randomized time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5288009)
