On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications

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 moment characteristics (general, central, factorial, binomial and ordinarymome...

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Autores:
Özel, Gamze
Tipo de recurso:
Article of journal
Fecha de publicación:
2013
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/73206
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/73206
http://bdigital.unal.edu.co/37681/
Palabra clave:
Bivariate distribution
Compound Poisson process
Cumulant
Factorial moments
Moment
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
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spelling Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Özel, Gamze72f95cf5-0210-4d65-936e-c484230ed0453002019-07-03T16:01:38Z2019-07-03T16:01:38Z2013https://repositorio.unal.edu.co/handle/unal/73206http://bdigital.unal.edu.co/37681/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 moment characteristics (general, central, factorial, binomial and ordinarymoments, factorial cumulants) and some covariance structures are derivedfor the CPP and BCPP. Then, the skewness and kurtosis of the univariateCPP are obtained for the first time and special cases of the CPP are studiedin detail. Applications to two real data sets are given to illustrate the usageof these processes.application/pdfspaUniversidad Nacional de Colombiahttp://revistas.unal.edu.co/index.php/estad/article/view/39588Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de EstadísticaRevista Colombiana de EstadísticaRevista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 0120-1751Özel, Gamze (2013) On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications. Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 0120-1751 .On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applicationsArtículo de revistainfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/ARTBivariate distributionCompound Poisson processCumulantFactorial momentsMomentORIGINAL39588-176403-1-PB.pdfapplication/pdf602432https://repositorio.unal.edu.co/bitstream/unal/73206/1/39588-176403-1-PB.pdf1d2e8ae38e8c18afb7b73d2790d5ac22MD51THUMBNAIL39588-176403-1-PB.pdf.jpg39588-176403-1-PB.pdf.jpgGenerated Thumbnailimage/jpeg5636https://repositorio.unal.edu.co/bitstream/unal/73206/2/39588-176403-1-PB.pdf.jpg2ce9f7b838b11f0097e851211e7823dbMD52unal/73206oai:repositorio.unal.edu.co:unal/732062023-06-27 23:06:37.716Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co
dc.title.spa.fl_str_mv On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
title On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
spellingShingle On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
Bivariate distribution
Compound Poisson process
Cumulant
Factorial moments
Moment
title_short On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
title_full On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
title_fullStr On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
title_full_unstemmed On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
title_sort On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
dc.creator.fl_str_mv Özel, Gamze
dc.contributor.author.spa.fl_str_mv Özel, Gamze
dc.subject.proposal.spa.fl_str_mv Bivariate distribution
Compound Poisson process
Cumulant
Factorial moments
Moment
topic Bivariate distribution
Compound Poisson process
Cumulant
Factorial moments
Moment
description 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 moment characteristics (general, central, factorial, binomial and ordinarymoments, factorial cumulants) and some covariance structures are derivedfor the CPP and BCPP. Then, the skewness and kurtosis of the univariateCPP are obtained for the first time and special cases of the CPP are studiedin detail. Applications to two real data sets are given to illustrate the usageof these processes.
publishDate 2013
dc.date.issued.spa.fl_str_mv 2013
dc.date.accessioned.spa.fl_str_mv 2019-07-03T16:01:38Z
dc.date.available.spa.fl_str_mv 2019-07-03T16:01:38Z
dc.type.spa.fl_str_mv Artículo de revista
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_2df8fbb1
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dc.type.content.spa.fl_str_mv Text
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format http://purl.org/coar/resource_type/c_6501
status_str publishedVersion
dc.identifier.uri.none.fl_str_mv https://repositorio.unal.edu.co/handle/unal/73206
dc.identifier.eprints.spa.fl_str_mv http://bdigital.unal.edu.co/37681/
url https://repositorio.unal.edu.co/handle/unal/73206
http://bdigital.unal.edu.co/37681/
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.spa.fl_str_mv http://revistas.unal.edu.co/index.php/estad/article/view/39588
dc.relation.ispartof.spa.fl_str_mv Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de Estadística
Revista Colombiana de Estadística
dc.relation.ispartofseries.none.fl_str_mv Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 0120-1751
dc.relation.references.spa.fl_str_mv Özel, Gamze (2013) On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications. Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 Revista Colombiana de Estadística; Vol. 36, núm. 1 (2013); 59-77 0120-1751 .
dc.rights.spa.fl_str_mv Derechos reservados - Universidad Nacional de Colombia
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.license.spa.fl_str_mv Atribución-NoComercial 4.0 Internacional
dc.rights.uri.spa.fl_str_mv http://creativecommons.org/licenses/by-nc/4.0/
dc.rights.accessrights.spa.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv Atribución-NoComercial 4.0 Internacional
Derechos reservados - Universidad Nacional de Colombia
http://creativecommons.org/licenses/by-nc/4.0/
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.mimetype.spa.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv Universidad Nacional de Colombia
institution Universidad Nacional de Colombia
bitstream.url.fl_str_mv https://repositorio.unal.edu.co/bitstream/unal/73206/1/39588-176403-1-PB.pdf
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repository.name.fl_str_mv Repositorio Institucional Universidad Nacional de Colombia
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