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arXiv · 2004.07835

Some martingale characterizations of compound mixed Poisson processes

Demetrios P. Lyberopoulos·Nikolaos D. Macheras
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Abstract

Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning martingale characterizations of mixed Poisson processes.

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Demetrios P. Lyberopoulos, Nikolaos D. Macheras. 2020-04-16. Some martingale characterizations of compound mixed Poisson processes. https://arxiv.org/abs/2004.07835

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