Generalized Poisson Hidden Markov Model for Overdispersed or Underdispersed Count Data

DOI10.15446/RCE.V43N1.77542MaRDI QIDQ5114152zbMATH OpenOpenAlexFDO

Authors Sebastian George, Ambily Jose

Publication date 21 June 2020

Published in Revista Colombiana de Estadística (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15446/rce.v43n1.77542

zbMATH Keywords

EM algorithmgeneralized Poisson distributionhidden Markov modeloverdispersion

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(2)

• A nonhomogeneous Poisson hidden Markov model for claim counts
• A hyper-Poisson regression model for overdispersed and underdispersed count data

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