The BARISTA: a model for bid arrivals in online auctions

DOI10.1214/07-AOAS117zbMath1418.91224arXiv0712.1962MaRDI QIDQ2466471

Galit Shmueli, Ralph P. Russo, Wolfgang Jank

Publication date: 15 January 2008

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.1962

zbMATH Keywords

self-similarity; nonhomogeneous Poisson process; sniping; bidding dynamics; bidding frequency

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B26: Auctions, bargaining, bidding and selling, and other market models

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

Related Items

DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL, Estimating intermediate price transitions in online auctions, Bundling Decisions for Selling Multiple Items in Online Auctions, The expected payoff to Internet auctions, Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation, Distance-based clustering of sparsely observed stochastic processes, with applications to online auctions, Pairwise dynamic time warping for event data, Dynamically integrated regression model for online auction data, Moving from data-constrained to data-enabled research: experiences and challenges in collecting, validating and analyzing large-scale e-commerce data

Uses Software

• bootstrap

Cites Work

• Auctions with a stochastic number of bidders
• Partners and strangers revisited
• The timing of bid placement and extent of multiple bidding: an empirical investigation using ebay online auctions
• Analysis and Design of Business-to-Consumer Online Auctions
• Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models
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