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Poisson Lindley process and its main properties

Title
Poisson Lindley process and its main properties
Authors
Cha J.H.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2019
Journal Title
Statistics and Probability Letters
ISSN
0167-7152JCR Link
Citation
Statistics and Probability Letters vol. 152, pp. 74 - 81
Keywords
Compound Poisson Lindley processPoisson Lindley processPositive dependenceStochastic processesStochastic properties
Publisher
Elsevier B.V.
Indexed
SCIE; SCOPUS scopus
Document Type
Article
Abstract
Until now, the nonhomogeneous Poisson process has been intensively applied in various practical applications due to its merits. However, at the same time, it has also critical limitations in applications. To overcome these limitations, a new counting process model (called Poisson Lindley Process) is developed. It will be shown that this new counting process model does not have such limitations. Some basic stochastic properties are derived. In addition, a new concept for positive dependent increments is defined and the dependence structure is analyzed. Some of the properties obtained in this paper will be stated in general forms. One of the important contributions of this paper is to provide a new counting process model which allows explicit expression of the likelihood function. © 2019 Elsevier B.V.
DOI
10.1016/j.spl.2019.04.008
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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