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Related papers: Extended Poisson INAR(1) processes with equidisper…

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In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…

Methodology · Statistics 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

The assessment of diversity and similarity is relevant in monitoring the status of ecosystems. The respective indicators are based on the taxonomic composition of biological communities of interest, currently estimated through the…

Applications · Statistics 2018-10-12 Fabio Divino , Johanna Ärje , Antti Penttinen , Kristian Meissner , Salme Kärkkäinen

Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments. Using a simple example, we illustrate the…

Data Analysis, Statistics and Probability · Physics 2019-06-07 Hans Dembinski , Michael Schmelling , Roland Waldi

We consider the problem of threshold estimation for autoregressive time series with a "space switching" in the situation, when the regression is nonlinear and the innovations have a smooth, possibly non Gaussian, probability density.…

Statistics Theory · Mathematics 2012-07-17 Pavel Chigansky , Yury Kutoyants

In this paper, we present a method for factor analysis of discrete data. This is accomplished by fitting a dependent Poisson model with a factor structure. To be able to analyze ordinal data, we also consider a truncated Poisson…

Methodology · Statistics 2019-03-13 Rolf Larsson

Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…

Applications · Statistics 2023-06-08 Banoth Veeranna , B. G. Manjunath , B. Shobha

This paper investigates the cumulative Integer-Valued Autoregressive model of infinite order, denoted as INAR($\infty$), a class of processes crucial for modeling count time series and equivalent to discrete-time Hawkes processes. We…

Statistics Theory · Mathematics 2025-06-12 Yingli Wang , Xiaohong Duan , Ping He

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

Many of the data, particularly in medicine and disease mapping are count. Indeed, the under or overdispersion problem in count data distrusts the performance of the classical Poisson model. For taking into account this problem, in this…

Methodology · Statistics 2021-05-19 Mahsa Nadifar , Hossein Baghishani , Thomas Kneib , Afshin Fallah

Among the various models designed for dependent count data, integer-valued autoregressive (INAR) processes enjoy great popularity. Typically, statistical inference for INAR models uses asymptotic theory that relies on rather stringent…

Methodology · Statistics 2024-10-16 Maxime Faymonville , Carsten Jentsch , Christian H. Weiß

In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It…

Statistics Theory · Mathematics 2021-07-30 Niharika Bhootna , Arun Kumar

We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…

Probability · Mathematics 2025-06-18 Palaniappan Vellaisamy , Tomoyuki Ichiba

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

Methodology · Statistics 2016-06-10 W. T. M. Dunsmuir , C. McKendry , R. T. Dean

The spatial correlations in transmitter node locations introduced by common multiple access protocols makes the analysis of interference, outage, and other related metrics in a wireless network extremely difficult. Most works therefore…

Information Theory · Computer Science 2016-11-17 Radha Krishna Ganti , Francois Baccelli , Jeffrey G. Andrews

In this paper, we introduce a new first-order mixture integer-valued threshold autoregressive process, based on the binomial and negative binomial thinning operators. Basic probabilistic and statistical properties of this model are…

Applications · Statistics 2023-09-06 Danshu Sheng , Dehui Wang , Liuquan Sun

A frequent challenge encountered with compositional ecological data is how to interpret and model data with a high proportion of zeros and $N$'s. Such data frequently occur in ecological applications where counts of species are collected…

Methodology · Statistics 2025-08-04 James Sweeney , John Haslett , Dipankar Bandyopadhyay , Michael Fop , Andrew C. Parnell

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…

Statistics Theory · Mathematics 2022-09-07 Barry C. Arnold , B. G. Manjunath

Under-reporting of count data poses a major roadblock for prediction and inference. In this paper, we focus on the Pogit model, which deconvolves the generating Poisson process from the censuring process controlling under-reporting using a…

It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encountered involving Poisson marginals and conditionals.…

Methodology · Statistics 2020-09-04 Barry C. Arnold , B. G. Manjunath

Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…

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