Point processes with correlated gamma interarrival times

This paper presents two point processes where the intervals between successive events form a sequence of correlated and identically distributed gamma variables.

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Year of publication:	1992
Authors:	Sim, C. H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 2, p. 135-141
Publisher:	Elsevier
Keywords:	Point process gamma process autoregressive and moving average correlation structure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254888