Point processes with correlated gamma interarrival times

DOI10.1016/0167-7152(92)90126-PzbMath0770.60053MaRDI QIDQ1200748

C. H. Sim

Publication date: 16 January 1993

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

zbMATH Keywords

point processesgamma process

Mathematics Subject Classification ID

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

Related Items (15)

Unnamed Item ⋮ On the density for sums of independent exponential, Erlang and gamma variates ⋮ Likelihood analysis of a first‐order autoregressive model with exponential innovations ⋮ An allometric model for trees ⋮ Lyapunov exponents for some isotropic random matrix ensembles ⋮ Evaluation of multitype mathematical models for CFSE-labeling experiment data ⋮ The \(n\)-fold convolution of a finite mixture of densities ⋮ System availability behavior of some stationary dependent sequences ⋮ A characterization of the distribution of a weighted sum of gamma variables through multiple hypergeometric functions ⋮ SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES ⋮ An approximation to the convolution of gamma distributions ⋮ Density and distribution evaluation for convolution of independent gamma variables ⋮ A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions ⋮ On the Sums of Compound Negative Binomial and Gamma Random Variables ⋮ Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks

Cites Work

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• On the Exact Distribution of a Class of Multivariate Test Criteria
• Distribution of Sum of Identically Distributed Exponentially Correlated Gamma-Variables
• First-order autoregressive models for gamma and exponential processes

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