A class of non-identifiable stochastic models
- 1 September 1977
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 14 (3) , 475-482
- https://doi.org/10.2307/3213450
Abstract
If events occur in time according to a stochastic process then, under not very restrictive conditions, each realization will appear to come from a Poisson process with its own rate provided that the events in the realization occur at effectively random times. This result is related to de Finetti's theorem on exchangeable events. Particular applications are to the Pólya process describing accidents and the pure birth process.Keywords
This publication has 2 references indexed in Scilit:
- The Martin boundary for Polya's urn scheme, and an application to stochastic population growthJournal of Applied Probability, 1964
- Stochastic Processes and Population GrowthJournal of the Royal Statistical Society Series B: Statistical Methodology, 1949