Predicting Future Random Events Based on Past Performance

DOI10.1287/MNSC.27.9.1006MaRDI QIDQ3940708zbMATH OpenOpenAlexFDO

Authors Donald G. Morrison, David C. Schmittlein

Publication date 1981

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.27.9.1006

zbMATH Keywords

compound Poisson distributionforecastingmarketing

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20)

Cited in

(7)

• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• A note on an integrated model of customer buying behavior
• Inter-temporal price discrimination and satiety-driven repeat purchases
• On the non-existence of ml estimates in the negative multinomial distributions derived from nonstationary poisson processes
• Promotions and the pattern of grocery shopping time
• Nonparametric estimations of quantile residual life function with censored length-biased data
• Empirical Bayes prediction for a compound Poisson-multinomial process

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