Poisson generalized gamma process and its properties
- 주제(키워드) generalized Pólya process , Poisson generalized gamma process , positive dependence , restarting property , stochastic properties
- 등재 SCIE, SCOPUS
- OA유형 Green Submitted
- 발행기관 Taylor and Francis Ltd.
- 발행년도 2021
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000175578
- 본문언어 영어
- Published As http://dx.doi.org/10.1080/17442508.2020.1868469
- 저작권 이화여자대학교 논문은 저작권에 의해 보호받습니다.
초록/요약
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.
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