A Poisson geometric process (PGP) model is proposed to study individual blood donation patterns for a blood donor retention program. Extended from the geometric process (GP) model of Lam [16], the PGP model captures the rather pronounced trend patterns across clusters of donors via the ratio...

Extreme value theories indicate that the range is an efficient estimator of local volatility in financial time series. A geometric process (GP) framework that incorporates the conditional autoregressive range (CARR)-type mean function is presented for range data. The proposed model, called the...