Point processes with correlated gamma interarrival times

C. H. Sim

Statistics & Probability Letters, 1992, vol. 15, issue 2, 135-141

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

Keywords: Point; process; gamma; process; autoregressive; and; moving; average; correlation; structure (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (6)

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