View : 106 Download: 0

Poisson generalized gamma process and its properties

Title
Poisson generalized gamma process and its properties
Authors
Hwan Cha J.Mercier S.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2021
Journal Title
Stochastics
ISSN
1744-2508JCR Link
Citation
Stochastics
Keywords
generalized Pólya processPoisson generalized gamma processpositive dependencerestarting propertystochastic properties
Publisher
Taylor and Francis Ltd.
Indexed
SCIE; SCOPUS scopus
Document Type
Article
Abstract
Although the nonhomogeneous Poisson process has been intensively applied in practice, it has also its own limitations. In this paper, a new counting process model (called Poisson Generalized Gamma Process) is developed to overcome the limitations of the nonhomogeneous Poisson process. Initially, some basic stochastic properties are derived. It will be seen that this new counting process model includes both the generalized Pólya and Poisson Lindley processes as special cases. The influence of the model parameters on the behaviour of the new counting process model is analysed. The increments of the new process are shown to exhibit positive dependence properties. The corresponding compound process is defined and studied as well. © 2021 Informa UK Limited, trading as Taylor & Francis Group.
DOI
10.1080/17442508.2020.1868469
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE