Point processes with correlated gamma interarrival times

DOI10.1016/0167-7152(92)90126-PMaRDI QIDQ1200748zbMATH OpenFDO

Authors C. H. Sim

Publication date 16 January 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90126-P

zbMATH Keywords

gamma processpoint processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Review text

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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Cites work

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(17)

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• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• Some unified results on comparing linear combinations of independent gamma random variables
• scientific article; zbMATH DE number 1389746 (Why is no real title available?)

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