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Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model

Title
Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model
Authors
Cha, Ji HwanGiorgio, Massimiliano
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2018
Journal Title
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
ISSN
1387-5841JCR Link

1573-7713JCR Link
Citation
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY vol. 20, no. 4, pp. 1137 - 1154
Keywords
ReliabilityComplete intensity functionsDependence structureMarginal processShock modelPrimary 60K10Secondary 62P30
Publisher
SPRINGER
Indexed
SCIE; SCOPUS WOS
Document Type
Article
Abstract
In this paper, we develop a new class of bivariate counting processes that have marginal regularity' property. But, the pooled processes' in the developed class of bivariate counting processes are not regular. Therefore, the proposed class of processes allows simultaneous occurrences of two types of events, which can be applicable in practical modeling of counting events. Initially, some basic properties of the new class of bivariate counting processes will be discussed. Based on the obtained properties, the joint distributions of the numbers of events in time intervals will be derived and the dependence structure of the bivariate process will be discussed. Furthermore, the marginal and conditional processes will be studied. The application of the proposed bivariate counting process to a shock model will also be considered. In addition, the generalization to the multivariate counting processes will be discussed briefly.
DOI
10.1007/s11009-018-9633-4
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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