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On a flexible construction of a negative binomial model

Author

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  • Leisen, Fabrizio
  • Mena, Ramsés H.
  • Palma, Freddy
  • Rossini, Luca

Abstract

This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.

Suggested Citation

  • Leisen, Fabrizio & Mena, Ramsés H. & Palma, Freddy & Rossini, Luca, 2019. "On a flexible construction of a negative binomial model," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 1-8.
    • Handle: RePEc:eee:stapro:v:152:y:2019:i:c:p:1-8
    DOI: 10.1016/j.spl.2019.04.004
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    References listed on IDEAS

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