IEEE

Parameters Estimation in a Non-Homogeneous Poisson Process with Fuzzy Data Through a Modified Fuzzy Maximum Likelihood Approach Using Artificial Intelligence

Abstract: The research presents a new framework which enhances spinoff parameter determination of Non-Homogeneous Poisson Processes (NHPP) through the application of Inverse Gompertz distribution as a ...
Scientific Research Publishing

Brown, M. (1972). Statistical Analysis of Non-Homogeneous Poisson Process. In Stochastic Point Processes: Statistical Analysis, Theory and Applications (pp. 67-89). New York ...

ABSTRACT: This paper discusses financial fraud detection in imbalanced dataset using homogeneous and non-homogeneous Poisson processes. The probability of predicting fraud on the financial transaction ...
Risk

Nonhomogeneous bivariate compound Poisson process with short-term periodicity

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.