Inhomogeneous and modulated gamma processes

DOI10.1093/BIOMET/68.1.143MaRDI QIDQ3909875zbMATH OpenOpenAlexFDO

Authors Mark N. Berman

Publication date 1981

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/68.1.143

zbMATH Keywords

asymptotic theorycyclic variationintensity functionlikelihoodmodulated gamma processesmodulated Poisson processestesting nonstationaritytrends

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: hypothesis testing (62M07)

Cited in

(23)

• Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function
• Bayesian analysis of repairable systems with modulated power law process
• Semiparametric inference for a general class of models for recurrent events
• On the statistical modeling and analysis of repairable systems
• Non-standard asymptotics in an inhomogeneous gamma process
• Designing a Degradation Test with a Two-Parameter Exponential Lifetime Distribution
• Estimating Instantaneous Irregularity of Neuronal Firing
• The effect of interspike interval statistics on the information gain under the rate coding hypothesis
• Bayes inference for the modulated power law process
• Modeling age-based maintenance strategies with minimal repairs for systems subject to competing failure modes due to degradation and shocks
• Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes
• Generalized Inv-Log-Gamma-G processes
• Estimation and Prediction for the Modulated Power Law Process
• Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model
• On testing of parameters in modulated power law process
• On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data
• The first and second order moment structure of an inhomogeneous gamma point process
• Trend-transformed independent vectors: construction and stochastic comparison results
• On the spike train variability characterized by variance-to-mean power relationship
• Binary geometric process model for the modeling of longitudinal binary data with trend
• An inhomogeneous Weibull-Hawkes process to model underdispersed acoustic cues
• Semi-Markov modulated Poisson process: probabilistic and statistical analysis
• Information transmission in oscillatory neural activity

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