Now showing items 1-10 of 636
Hedging no modelo com processo de Poisson composto
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2015-12-07)
The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can ...
Medida aleatoria de PoissonMedida aleatoria de Poisson
(Pontificia Universidad Católica del PerúPE, 2017)
O processo de Poisson estendido e aplicações
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2007-06-14)
Abstract In this dissertation we will study how extended Poisson process can be applied to construct discrete probabilistic models. An Extended Poisson Process is a continuous time stochastic process with the state space ...
Destructive weighted Poisson cure rate models
In this paper, we develop a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow a compound weighted Poisson distribution. This model is more flexible in terms of ...
Exact results on Poisson noise, Poisson flights, and Poisson fluctuations
(American Institute of Physics, 2021-06)
We study non-Markovian stochastic differential equations with additive noise characterized by a Poisson point process with arbitrary pulse shapes and exponentially distributed intensities. Specifically, analytic results ...
BIRTH AND DEATH PROCESSES AS PROJECTIONS OF HIGHER-DIMENSIONAL POISSON PROCESSES
(Applied Probability TrustSheffieldInglaterra, 1995)
Pacote GeoPoisson: Implementação e Aplicações
(Universidade Federal do Rio Grande do NorteBrasilUFRNEstatística, 2019)
The application of geostatistical models have been growing rapidly in the last decades. Geostatistical models for counting via Poisson process have been a versatile tool for environ- mental sciences in predicting anomalous ...
On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
(Universidad Nacional de Colombia, 2013)
The univariate and bivariate compound Poisson process (CPP and BCPP,respectively) ensure a better description than the homogeneous Poisson processfor clustering of events. In this paper, new explicit representations ofthe ...
On the classification problem for Poisson point processes
(Elsevier Inc, 2017-01)
For Poisson processes taking values in a general metric space, we tackle the problem of supervised classification in two different ways: via the classical k-nearest neighbor rule, by introducing suitable distances between ...
A Note on Large Deviations for the Stable Marriage of Poisson and Lebesgue with Random Appetites
(SPRINGER/PLENUM PUBLISHERSNEW YORK, 2012)
Let IaS,a"e (d) be a set of centers chosen according to a Poisson point process in a"e (d) . Let psi be an allocation of a"e (d) to I in the sense of the Gale-Shapley marriage problem, with the additional feature that every ...