Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
نویسندگان
چکیده
منابع مشابه
A Comparison of Two Test Statistics for Poisson Overdispersion/Underdispersion
Within the family of zero-inflated Poisson distributions, the data has Poisson distribution if any only if the mean equals the variance. In this paper we compare two closely related test statistics constructed based on this idea. Our results show that although these two tests are asymptotically equivalent under the null hypothesis and are equally efficient, one test is always more efficient tha...
متن کاملModeling Zero-Inflated Count Data with Underdispersion and Overdispersion
A common problem in modeling count data is underdispersion or overdispersion. This paper discusses the distinction between overdispersion due to excess zeros and overdispersion due to values that are greater than 0. It shows how to use exploratory data analysis to determine the dispersion patterns and that the dispersion patterns can change depending on the predictors and the subpopulation that...
متن کاملHandling Overdispersion with Negative Binomial and Generalized Poisson Regression Models
In actuarial hteramre, researchers suggested various statistical procedures to estimate the parameters in claim count or frequency model. In particular, the Poisson regression model, which is also known as the Generahzed Linear Model (GLM) with Poisson error structure, has been x~adely used in the recent years. However, it is also recognized that the count or frequency data m insurance practice...
متن کاملUnderdispersion and overdispersion of traits in terrestrial snail communities on islands
Understanding and disentangling different processes underlying the assembly and diversity of communities remains a key challenge in ecology. Species can assemble into communities either randomly or due to deterministic processes. Deterministic assembly leads to species being more similar (underdispersed) or more different (overdispersed) in certain traits than would be expected by chance. Howev...
متن کاملNumerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2018
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664763.2018.1458216