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.
On a flexible construction of a negative binomial model / F. Leisen, R.H. Mena, F. Palma, L. Rossini. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 152(2019), pp. 1-8.
On a flexible construction of a negative binomial model
L. Rossini
2019
Abstract
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.File in questo prodotto:
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