TY  - JOUR 
AU  - Rodríguez Bouzas, Paula
AU  - Ruiz-Fuentes, Nuria
AU  - Montes Gijón, María del Carmen
AU  - Ruiz Castro, Juan Eloy
PY  - 2019
UR  - http://hdl.handle.net/10481/72028
AB  - Compound Cox processes (CCP) are flexible marked point processes due to the
stochastic nature of their intensity. This paper states closed-form expressions of their
counting and time statistics in terms of the intensity and of the mean processes....
LA  - eng
PB  - Springer
KW  - Compound Cox process
KW  - Estimation
KW  - Principal Components Prediction
KW  - Phase type process
TI  - Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events
DO  - https://doi.org/10.1007/s00362-019-01092-0
ER  -