Simulation of negative binomial processes

DOI10.1080/00949658908811204zbMath0727.62088OpenAlexW2162736462MaRDI QIDQ3349823

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Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811204

zbMATH Keywords

negative binomial distributionPoisson processgamma distributionautoregressive moving-average processescorrelated negative binomial variantesfirst-order autoregressive gamma sequencelong-term correlation structuremixed autoregressive moving-average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random number generation in numerical analysis (65C10) Statistical distribution theory (62E99)

Related Items (4)

Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures ⋮ The average of a negative-binomial Lévy process and a class of Lerch distributions ⋮ Recent developments on fractional point processes ⋮ First order autoregressive time series with negative binomial and geometric marginals

Cites Work

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• Some Simple Gamma Variate Generators
• A characterization of the gamma distribution by the negative binomial distribution
• First-order autoregressive gamma sequences and point processes
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A stochastic process whose successive intervals between events form a first order Markov chain — I
• A Class of Distributions Applicable to Accidents

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