3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2020
Some martingale characterizations of compound mixed Poisson processes
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the mai…
math.PR2019★ 3 cited
A characterization of martingale-equivalent compound mixed Poisson process
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
If a given aggregate process is a compound mixed Poisson process under a probability measure , a characterization of all probability measures on the domain of , such…
math.PR2016
On the equivalence of various definitions of mixed Poisson processes
D. P. Lyberopoulos, N. D. Macheras, S. M. Tzaninis
Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing distribution as well as to the mixed…