This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.
The Rasch-Weibull process--a non-homogeneous Poisson process with intensity $\lambda \gamma t^{\gamma -1}$--is introduced, and it is shown that the process has a number of qualities which make a ...