Mixed Poisson process with Min-U-Exp mixing variable
Fuente:
arXiv
Saved in:
| Main Authors: | Jordanova, Pavlina K., Veleva, Evelina, Stehlik, Milan |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Mixed Poisson process with Max-U-Exp mixing variable -- Working version
by: Jordanova, Pavlina K., et al.
Published: (2023)
by: Jordanova, Pavlina K., et al.
Published: (2023)
IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025)
by: Jordanova, Pavlina, et al.
Published: (2025)
Path properties of Lévy driven mixed moving average processes
by: Grahovac, Danijel, et al.
Published: (2026)
by: Grahovac, Danijel, et al.
Published: (2026)
Marcinkiewicz--Zygmund-type SLLN for mixed moving average processes
by: Grahovac, Danijel, et al.
Published: (2026)
by: Grahovac, Danijel, et al.
Published: (2026)
Mixed Poisson families with real-valued mixing distributions
by: Townes, F. William
Published: (2024)
by: Townes, F. William
Published: (2024)
Probabilities for asymmetric p-outside values
by: Jordanova, Pavlina K.
Published: (2024)
by: Jordanova, Pavlina K.
Published: (2024)
Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation
by: Halconruy, Hélène
Published: (2021)
by: Halconruy, Hélène
Published: (2021)
Time of appearance of a large gap in a dynamic Poisson point process
by: Foxall, Eric, et al.
Published: (2025)
by: Foxall, Eric, et al.
Published: (2025)
Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
by: Behme, Anita, et al.
Published: (2025)
by: Behme, Anita, et al.
Published: (2025)
Superpositions of CARMA processes
by: Grahovac, Danijel, et al.
Published: (2026)
by: Grahovac, Danijel, et al.
Published: (2026)
Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
by: Al-Hussein, AbdulRahman
Published: (2024)
by: Al-Hussein, AbdulRahman
Published: (2024)
Limits of Poisson-Laguerre tessellations
by: Gusakova, Anna, et al.
Published: (2026)
by: Gusakova, Anna, et al.
Published: (2026)
Large deviation principle for slow-fast system with mixed fractional Brownian motion
by: Inahama, Yuzuru, et al.
Published: (2023)
by: Inahama, Yuzuru, et al.
Published: (2023)
Orthogonal series for si- and related processes, Karhunen-Loève decompositions
by: Dzhaparidze, Kacha
Published: (2025)
by: Dzhaparidze, Kacha
Published: (2025)
On large deviation probabilities for self-normalized sums of random variables
by: Borovkov, Konstantin
Published: (2025)
by: Borovkov, Konstantin
Published: (2025)
Ergodicity and weak mixing for group-indexed infinitely divisible stationary processes
by: Avraham-Re'em, Nachi, et al.
Published: (2026)
by: Avraham-Re'em, Nachi, et al.
Published: (2026)
Precise Deviations for discrete marked Hawkes processes
by: Wang, Yingli, et al.
Published: (2023)
by: Wang, Yingli, et al.
Published: (2023)
Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
by: Barrera, Gerardo, et al.
Published: (2025)
by: Barrera, Gerardo, et al.
Published: (2025)
Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
by: Leblanc, Théo
Published: (2025)
by: Leblanc, Théo
Published: (2025)
Correction to: Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes, Bernoulli 18, pp. 46-63, 2012
by: Stelzer, Robert
Published: (2024)
by: Stelzer, Robert
Published: (2024)
Poisson approximation of large-lifetime cycles
by: Hirsch, Christian, et al.
Published: (2024)
by: Hirsch, Christian, et al.
Published: (2024)
SDE driven by cylindrical $α$-stable process with distributional drift
by: Hao, Zimo, et al.
Published: (2023)
by: Hao, Zimo, et al.
Published: (2023)
Asymptotic Results for Spectrally Positive Compound Poisson Processes
by: Cui, Zhi-Hao, et al.
Published: (2026)
by: Cui, Zhi-Hao, et al.
Published: (2026)
Orientation in Poisson Cluster Processes via Imaginary Bispectra
by: Kresin, Conor, et al.
Published: (2026)
by: Kresin, Conor, et al.
Published: (2026)
Moderate deviations for two-time scale systems with mixed fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2023)
by: Yang, Xiaoyu, et al.
Published: (2023)
Geometrical subordinated Poisson processes and its extensions
by: Gupta, Neha, et al.
Published: (2025)
by: Gupta, Neha, et al.
Published: (2025)
Finite-sample Borel--Cantelli inequalities under mixing conditions
by: Panraksa, Chatchawan
Published: (2026)
by: Panraksa, Chatchawan
Published: (2026)
Bivariate Tempered Space-Fractional Poisson Process and Shock Models
by: Soni, Ritik, et al.
Published: (2023)
by: Soni, Ritik, et al.
Published: (2023)
Point processes of the Poisson-Skellam family
by: Cinque, Fabrizio, et al.
Published: (2025)
by: Cinque, Fabrizio, et al.
Published: (2025)
On renewal theory for cluster processes
by: Basrak, Bojan, et al.
Published: (2022)
by: Basrak, Bojan, et al.
Published: (2022)
One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields
by: Voutilainen, Marko
Published: (2024)
by: Voutilainen, Marko
Published: (2024)
Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
by: Xu, Wenting, et al.
Published: (2024)
by: Xu, Wenting, et al.
Published: (2024)
Large deviations for the maximum and reversed order statistics of Weibull-like variables
by: Jansen, Sabine
Published: (2024)
by: Jansen, Sabine
Published: (2024)
Multiparameter Poisson Processes and Martingales
by: Vishwakarma, P., et al.
Published: (2025)
by: Vishwakarma, P., et al.
Published: (2025)
An alternative formulation of the discrete-time fractional Poisson process
by: Yoshida, Naohiro
Published: (2026)
by: Yoshida, Naohiro
Published: (2026)
Some Compound Fractional Poisson Processes
by: Khandakar, M., et al.
Published: (2022)
by: Khandakar, M., et al.
Published: (2022)
Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)
by: Nakagawa, Takuya, et al.
Published: (2023)
A large deviation principle for the normalized excursion of $α$-stable Lévy processes without negative jumps
by: Dort, Léo, et al.
Published: (2023)
by: Dort, Léo, et al.
Published: (2023)
Dickman type stochastic processes with short- and long- range dependence
by: Grahovac, Danijel, et al.
Published: (2024)
by: Grahovac, Danijel, et al.
Published: (2024)
Some FKG inequalities for stochastic processes
by: Legrand, Alexandre
Published: (2024)
by: Legrand, Alexandre
Published: (2024)
Similar Items
-
Mixed Poisson process with Max-U-Exp mixing variable -- Working version
by: Jordanova, Pavlina K., et al.
Published: (2023) -
IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025) -
Path properties of Lévy driven mixed moving average processes
by: Grahovac, Danijel, et al.
Published: (2026) -
Marcinkiewicz--Zygmund-type SLLN for mixed moving average processes
by: Grahovac, Danijel, et al.
Published: (2026) -
Mixed Poisson families with real-valued mixing distributions
by: Townes, F. William
Published: (2024)