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This paper deals with the doubly stochastic Proisson process (DSPP) with mean a truncated Gaussian distribution at any instant of time. The expression of its probability mass function is derived in this paper and it is also proved that the value of the process with maximum probability can be found in a known bounded interval. Furthermore, this paper also presents two methods to forecast the evolution...
Summary The number of mortgages in Spain is a counting process that can be modelled as a doubly stochastic Poisson process (DSPP). A modelling method for the intensity of a DSPP is proposed. A first step consists on estimating discrete sample paths of it from observed ones of the DSPP, then a continuous modelling is derived by means of Functional Principal Component Analysis. The method is validated...
This paper deals with the doubly stochastic Poisson process (DSPP) with mean a truncated Gaussian distribution at any instant of time. The expression of its probability mass function is derived in this paper and it is also proved that the value of the process with maximum probability can be found in a known bounded interval. Furthermore, this paper also presents two methods to forecast the evolution...
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