TY - JOUR
T1 - On a flexible construction of a negative binomial model
AU - Leisen, Fabrizio
AU - Mena, Ramsés H.
AU - Palma, Freddy
AU - Rossini, Luca
PY - 2019/9
Y1 - 2019/9
N2 - This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.
AB - This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.
KW - Birth and death process
KW - Integer-valued time series model
KW - Negative-binomial distribution
KW - Stationary model
UR - http://www.scopus.com/inward/record.url?scp=85064863579&partnerID=8YFLogxK
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U2 - 10.1016/j.spl.2019.04.004
DO - 10.1016/j.spl.2019.04.004
M3 - Article
AN - SCOPUS:85064863579
VL - 152
SP - 1
EP - 8
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
ER -
