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A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial

Author

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  • Kazuki Aoyama
  • Kunio Shimizu
  • S. Ong

Abstract

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Suggested Citation

  • Kazuki Aoyama & Kunio Shimizu & S. Ong, 2008. "A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 1-20, March.
    • Handle: RePEc:spr:aistmt:v:60:y:2008:i:1:p:1-20
    DOI: 10.1007/s10463-006-0084-2
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    Cited by:

    1. Marcelo Bourguignon & Christian H. Weiß, 2017. "An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 847-868, December.
    2. Tamás Lengyel, 2011. "Gambler’s ruin and winning a series by m games," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(1), pages 181-195, February.
    3. Marcelo Bourguignon & Rodrigo M. R. Medeiros, 2022. "A simple and useful regression model for fitting count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 790-827, September.

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