Multivariate aging properties of epoch times of nonhomogeneous processes

Félix Belzunce, José A. Mercader and José M. Ruiz

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 335-350

Abstract: The purpose of this paper is to give conditions on the parameters of nonhomogeneous Poisson and nonhomogeneous pure birth processes, under which the corresponding random vector of the first n epoch times has some multivariate stochastic properties. These results provide an inside to understand the effect of the time over the occurrence of events in such processes. Some applications of these results are given.

Keywords: Nonhomogeneous; Poisson; process; Nonhomogeneous; pure; birth; process; l[infinity]-Spherical; densities; Generalized; order; statistics; MPF2; MTP2; MIFR; HIF; Hazard; rate; order; Likelihood; ratio; order (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (8)

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