Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
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Publication:2270869
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Cites work
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- Computation of the poisson-inverse gaussian distribution
- Discrete stable random variables
- Generalized hypergeometric, digamma and trigamma distributions
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- Mixed Poisson Distributions
- On a Poisson-inverse Gaussian distribution
- On modeling count data: a comparison of some well-known discrete distributions
- Parameter Estimation for the Discrete Stable Family
- Scaled Sibuya distribution and discrete self-decomposability
- Survival models for heterogeneous populations derived from stable distributions
Cited in
(24)- The tempered discrete Linnik distribution
- Extended truncated Tweedie-Poisson model
- Testing for the Poisson-Tweedie distribution
- Discrete tempered stable distributions
- Modelling heavy-tailedness in count time series
- Noncausal counting processes: a queuing perspective
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data
- Integer-valued Lévy processes and low latency financial econometrics
- Integer valued stable random variables
- Random Clustering Based on the Conditional Inverse Gaussian-Poisson Distribution
- Domains of attraction for positive and discrete tempered stable distributions
- The Gamma-count distribution in the analysis of experimental underdispersed data
- Extended Poisson–Tweedie: Properties and regression models for count data
- A Weibull-count approach for handling under- and overdispersed longitudinal/clustered data structures
- A stochastic representation and sampling algorithm for nested Archimedean copulas
- A flexible Bayesian nonconfounding spatial model for analysis of dispersed count data
- Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
- Cyber risk modeling: a discrete multivariate count process approach
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- A flexible generalized Poisson likelihood for spatial counts constructed by renewal theory, motivated by groundwater quality assessment
- Bayesian estimation of first-order integer generalized autoregressive models based on the negative binomial thinning operator
- A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness
- Random variate generation and connected computational issues for the Poisson-Tweedie distribution
- A note on a universal random variate generator for integer-valued random variables
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