Negative binomial distributions for point processes
نویسندگان
چکیده
منابع مشابه
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Abstract We start by studying first-order autoregressive negative binomial (NBD) processes. We then compare maximum likelihood and moment based estimators of the parameters of the NBD INAR(1) model and show that the degree of dependence has significant effect on the quality of the estimators. Finally, we construct NBD processes with long-range dependence by using the NBD INAR(1) processes as ba...
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* Department of Mathematical and Physical Sciences, College of Arts and Sciences, University of Nizwa, P. O. Box 33, PC 616, Birkat Al Mouz, Oman e-mail: [email protected]; [email protected] ** Department of Statistics, St. Anthony’s College, Shillong, Meghalaya, India e-mail: [email protected]
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1984
ISSN: 0304-4149
DOI: 10.1016/0304-4149(84)90018-8