Point processes with correlated gamma interarrival times (Q1200748): Difference between revisions

This paper presents two point processes where the intervals between successive events form a sequence of correlated and identically distributed gamma variables. These processes can be used for the modelling of non-Poisson series of events. [See also the author, J. Appl. Probab. 27, No. 2, 325-332 (1990; Zbl 0718.60034)].

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Mathematics Subject Classification ID

60G55

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zbMATH DE Number

95759

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zbMATH Keywords

gamma process

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point processes

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reviewed by

Viktor Ohanyan

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MaRDI profile type

MaRDI publication profile

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On the Exact Distribution of a Class of Multivariate Test Criteria

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Distribution of Sum of Identically Distributed Exponentially Correlated Gamma-Variables

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Q5600533

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First-order autoregressive models for gamma and exponential processes

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Sitelinks

Mathematics(1 entry)

mardi Publication:1200748

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+Q5820721
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+On the Exact Distribution of a Class of Multivariate Test Criteria
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+Distribution of Sum of Identically Distributed Exponentially Correlated Gamma-Variables
+Normal rank
@@ Property / cites work @@
+Q5600533
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+Normal rank
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+First-order autoregressive models for gamma and exponential processes
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