Poisson generalized Lindley process and its properties

Ji Hwan Cha, F. G. Badía

Research output: Contribution to journalArticlepeer-review

Abstract

In spite of the practical usefulness of the nonhomogeneous Poisson process, it still has some restrictions. To overcome these restrictions, the Poisson Lindley process has been recently developed and introduced in Cha (Stat Probab Lett 152: 74–81, 2019). In this paper, we further generalize the Poisson Lindley process, so that the developed counting process model should have the restarting property and it should include the generalized Polya process as a special case. Some basic stochastic properties of the developed counting process model are derived. Dependence properties and stochastic comparisons are also discussed under a more general framework.

Original languageEnglish
Pages (from-to)61-74
Number of pages14
JournalMetrika
Volume87
Issue number1
DOIs
StatePublished - Jan 2024

Bibliographical note

Publisher Copyright:
© 2023, The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature.

Keywords

  • Generalized polya process
  • Poisson generalized lindley process
  • Positive dependence
  • Restarting property
  • Stochastic properties

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