Forecasting a class of doubly stochastic Poisson processes

Statistical Papers

Volumn 43, Issue 4, 2002, Pages 507-523

  Bouzas, P R ^a   Aguilera, A M ^b   Valderrama, M J ^a  

^a UNIVERSITY OF GRANADA   (Spain)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Bank Bill; Doubly Stochastic Poisson Process; Multivariate Principal Component Regression Models; Truncated Normal Distribution

Indexed keywords

EID: 0036823940     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-002-0120-0     Document Type: Article

References (4)

1. Aguilera, A.M., Ocaña, P.A. and Valderrama, M.J. (1999) 'Forecasting time series by functional PCA. Discussion of several weighted approaches.' Comp. Stat., 14, 443-467.
2. Cox, D.R. (1955) 'Some Statistical Methods Connected with Series of Events' J. Royal Statistical Society B. Vol.17, 129-164.
3. Jackson, J.E. (1991) A User's Guide to Principal Components. Wiley, N. J. Johnson, N.L. and Kotz, S. (1970) Continuous Univariate Distributions-I, Distributions in Statistics. Wiley, N. Y.
4. Mittal, M.M. and Dahiya, R.C. (1987) 'Estimating the parameters of a truncated Normal distribution.', Communications in Statistics - Simulat., 16, 141-159.