The first and second order moment structure of an inhomogeneous gamma point process

Rodrigo Saul Gaitan and Keh-Shin Lii

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 3, 582-593

Abstract: The nonhomogeneous Poisson process (NHPP) and the Gamma renewal process (GRP) are two stochastic models which are commonly used to describe the pattern of repeated occurrence data. An inhomogeneous Gamma process (IGP) is a point process which generalizes both the NHPP and GRP. This paper focuses on establishing the first and second order moment structure for an IGP.

Date: 2021
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DOI: 10.1080/03610926.2019.1639746

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