Mixed Poisson Processes with Panel Flow
نویسنده
چکیده
The problem of parameter estimation and statistical inference when fitting an M/G/∞ queuing process to data is considered in the situation where the times of arrival and departure are unknown; instead recurrent events, which occur according to a mixed Poisson process, are observed between the times of arrival and departure.
منابع مشابه
Numerical 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 کاملClustered mixed nonhomogeneous Poisson process spline models for the analysis of recurrent event panel data.
A flexible semiparametric model for analyzing longitudinal panel count data arising from mixtures is presented. Panel count data refers here to count data on recurrent events collected as the number of events that have occurred within specific follow-up periods. The model assumes that the counts for each subject are generated by mixtures of nonhomogeneous Poisson processes with smooth intensity...
متن کاملFactors Affecting Hospital Length of Stay Using Mixed Poisson Regression Models
Background and purpose: Modeling of Hospital Length of Stay (LOS) is of great importance in healthcare systems, but there is paucity of information on this issue in Iran. The aim of this study was to identify the optimal model among different mixed poisson distributions in modeling the LOS and effective factors. Materials and methods: In this cross-sectional study, we studied 1256 records, inc...
متن کاملPoisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
This paper focuses on different methods of estimation and forecasting in first-order integer-valued autoregressive processes with Poisson-Lindley (PLINAR(1)) marginal distribution. For this purpose, the parameters of the model are estimated using Whittle, maximum empirical likelihood and sieve bootstrap methods. Moreover, Bayesian and sieve bootstrap forecasting methods are proposed and predict...
متن کاملFractional Poisson Process
For almost two centuries, Poisson process with memoryless property of corresponding exponential distribution served as the simplest, and yet one of the most important stochastic models. On the other hand, there are many processes that exhibit long memory (e.g., network traffic and other complex systems). It would be useful if one could generalize the standard Poisson process to include these p...
متن کامل