A class of bivariate Poisson processes

Tyan and Thomas (J. Multivariate Anal. 5 (1975), 227-235), have given a characterization of a class of bivariate distributions which yields, as a special case, a characterization of a class of bivariate Poisson distributions. In this paper we develop an analogous characterization of a class of bivariate Poisson processes and give some properties and examples of such processes.

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Year of publication:	1978
Authors:	Griffiths, R. C. ; Milne, R. K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 3, p. 380-395
Publisher:	Elsevier
Keywords:	Bivariate Poisson process doubly stochastic Poisson process Poisson-Charlier polynomials probability generating functional

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093830