Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Luiza S. C. Piancastelli"'
Publikováno v:
Journal of Computational and Graphical Statistics. 32:483-500
In this article, a multivariate count distribution with Conway-Maxwell (COM)-Poisson marginals is proposed. To do this, we develop a modification of the Sarmanov method for constructing multivariate distributions. Our multivariate COM-Poisson (MultCO
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::746bb4ff1908b24b6da7893a97ce3cfc
https://doi.org/10.1080/10618600.2022.2116443
https://doi.org/10.1080/10618600.2022.2116443
Publikováno v:
Journal of Time Series Analysis. 44:206-222
We propose a novel flexible bivariate conditional Poisson (BCP) INteger-valued Generalized AutoRegressive Conditional Heteroscedastic (INGARCH) model for correlated count time series data. Our proposed BCP-INGARCH model is mathematically tractable an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74ebce84a179ef2da8fb4c380c4afb9e
https://doi.org/10.1111/jtsa.12663
https://doi.org/10.1111/jtsa.12663
Publikováno v:
Applied Mathematical Modelling. 74:457-468
A first-order INteger-valued AutoRegressive (INAR) process with zero-inflated Poisson distributed innovations was proposed by Jazi, Jones and Lai (2012) [First-order integer valued AR processes with zero inflated Poisson innovations. Journal of Time
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1fb77d5e2b97c362008fd398ada66ece
https://doi.org/10.1016/j.apm.2019.04.052
https://doi.org/10.1016/j.apm.2019.04.052
A new class of survival frailty models based on the generalized inverse-Gaussian (GIG) distributions is proposed. We show that the GIG frailty models are flexible and mathematically convenient like the popular gamma frailty model. A piecewise-exponen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4e48f2ef6191adfc02b2e9eb0f2b797
