The Ease of Fitting but Futility of Testing a Nonstationary Poisson Processes from One Sample Path.

Barry L. Nelson Lawrence M. Leemis

Published in: WSC (2020)

Keyphrases

non stationary
sample path
poisson processes
asymptotic analysis
poisson process
markov chain
large deviations
policy iteration
random fields
least squares
lost sales
average reward
autoregressive
fluid model
machine learning
steady state
model free