Simulation of negative binomial processes

DOI10.1080/00949658908811204MaRDI QIDQ3349823zbMATH OpenOpenAlexFDO

Authors

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

autoregressive moving-average processescorrelated negative binomial variantesfirst-order autoregressive gamma sequencegamma distributionlong-term correlation structuremixed autoregressive moving-average processnegative binomial distributionPoisson process

Mathematics Subject Classification ID

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

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Cites work

• A characterization of the gamma distribution by the negative binomial distribution
• A Class of Distributions Applicable to Accidents
• A stochastic process whose successive intervals between events form a first order Markov chain — I
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Discrete analogues of self-decomposability and stability
• First-order autoregressive gamma sequences and point processes
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• scientific article; zbMATH DE number 3665867 (Why is no real title available?)
• scientific article; zbMATH DE number 3732971 (Why is no real title available?)
• scientific article; zbMATH DE number 3206712 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• Simulation of weibull and gamma autoregressive stationary process
• Some Simple Gamma Variate Generators

Cited in

(7)

• Recent developments on fractional point processes
• On a flexible construction of a negative binomial model
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• First order autoregressive time series with negative binomial and geometric marginals
• 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

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