Some remarks on compound nonhomogeneous Poisson processes

C. S. Chen and T. H. Savits

Statistics & Probability Letters, 1993, vol. 17, issue 3, 179-187

Abstract: The notion of a compound nonhomogeneous Poisson process is introduced and its properties investigated. Various closure properties are then considered including superposition, thinning and discounting.

Keywords: Nonhomogeneous; Poisson; compound; Poisson; superposition; thinning; discounting; counting; processes (search for similar items in EconPapers)
Date: 1993
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