Search Results - subject:"Poisson distribution"

Speed of convergence to normality when regressors are nonstationary

Gatarek, Lukasz T.; Welfe, Aleksander - In: Oxford bulletin of economics and statistics 87 (2025) 5, pp. 871-879

Persistent link: https://www.econbiz.de/10015470451

COVID-19 intensity, resilience, and expected returns

Daadmehr, Elham - In: Risks : open access journal 13 (2025) 3, pp. 1-19

This paper provides a model to interpret the relative behavior of expected returns of high- and low-resilience assets from the time of the COVID-19 pandemic, including a novel definition of disaster based on COVID-19 intensity. The setup allows us to disentangle the probability of disaster and...

Persistent link: https://www.econbiz.de/10015358871

Bayesian CART models for insurance claims frequency

Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131

Persistent link: https://www.econbiz.de/10015049382

The method of moments for multivariate random sums

Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024

-normal and a Poisson distribution, respectively. In doing so, we also derive closed-form expressions for some fundamental …

Persistent link: https://www.econbiz.de/10014575595

Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index

Wang, Huiqiao; Weiß, Christian H.; Zhang, Mingming - In: AStA Advances in Statistical Analysis 109 (2024) 2, pp. 241-279

A common choice for the marginal distribution of a bivariate count time series is the bivariate Poisson distribution … a marginal bivariate Poisson distribution is not suitable. To test the discrepancy between the actual count data and the … bivariate Poisson distribution, we propose a new goodness-of-fit test based on a bivariate dispersion index. The asymptotic …

Persistent link: https://www.econbiz.de/10015436487

Forecasting number of corner kicks taken in association football using compound Poisson distribution

Yip, Stan; Zou, Yinghong; Hung, Ronald Tsz Hin; Yiu, Ka … - In: Journal of the Operational Research Society 75 (2024) 11, pp. 2127-2137

Persistent link: https://www.econbiz.de/10015188778

The method of moments for multivariate random sums

Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024

-normal and a Poisson distribution, respectively. In doing so, we also derive closed-form expressions for some fundamental …

Persistent link: https://www.econbiz.de/10014581240

A new INAR(1) model for Z-valued time series using the relative binomial thinning operator

Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152

A new first-order integer-valued autoregressive process (INAR(1)) with extended Poisson innovations is introduced based on a signed version of the thinning operator, called relative binomial thinning operator, which can be considered as an extension of standard binomial thinning operator...

Persistent link: https://www.econbiz.de/10014514104

Poisson-Cournot games

De Sinopoli, Francesco; Künstler, Christopher; Meroni, … - In: Economic theory 75 (2023) 3, pp. 803-840

Persistent link: https://www.econbiz.de/10014259056

A new INAR(1) model for Z-valued time series using the relative binomial thinning operator

Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Journal of Economics and Statistics 243 (2023) 2, pp. 125-152

Persistent link: https://www.econbiz.de/10015550052