A mixed Poisson model with varying element sizes

DOI10.1016/J.STAMET.2005.12.001zbMath1248.62230OpenAlexW2018177946MaRDI QIDQ713730

Jean François Walhin, José París

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2005.12.001

zbMATH Keywords

maximum likelihoodconvolutionsrecursionsHofmann processinfinitely divisible mixed Poisson process

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes (62M99)

Related Items (1)

On Hinde-Demétrio regression models for overdispersed count data

Cites Work

• Overdispersion: Models and estimation.
• Maximum likelihood estimation of a compound Poisson process
• Estimating the dimension of a model
• A note on density estimation for Poisson mixtures
• On the use of nonparametric regression for model checking
• A negative binomial model with varying element sizes
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