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Point processes with correlated gamma interarrival times

Author

Listed:
  • Sim, C. H.

Abstract

This paper presents two point processes where the intervals between successive events form a sequence of correlated and identically distributed gamma variables.

Suggested Citation

  • Sim, C. H., 1992. "Point processes with correlated gamma interarrival times," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 135-141, September.
    • Handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:135-141
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    Citations

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    Cited by:

    1. Ryosuke Igari & Takahiro Hoshino, 2018. "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series 2018-021, Institute for Economics Studies, Keio University.
    2. Edmond Levy, 2022. "On the density for sums of independent exponential, Erlang and gamma variates," Statistical Papers, Springer, vol. 63(3), pages 693-721, June.
    3. T. Pham‐Gia & N. Turkkan, 1999. "System availability in a gamma alternating renewal process," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(7), pages 822-844, October.
    4. Chaoran Hu & Vladimir Pozdnyakov & Jun Yan, 2020. "Density and distribution evaluation for convolution of independent gamma variables," Computational Statistics, Springer, vol. 35(1), pages 327-342, March.
    5. Mathew, Angel, 2014. "System availability behavior of some stationary dependent sequences," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 17-21.
    6. B. Nielsen & N. Shephard, 2003. "Likelihood analysis of a first‐order autoregressive model with exponential innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 337-344, May.

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