This paper focuses on an extension of zero-inflated generalized Poisson (ZIGP) regression models for count data. We discuss generalized Poisson (GP) models where dispersion is modelled by an additional model parameter. Moreover, zero-inflated models in which overdispersion is assumed to be...

Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model. Zero-modified Poisson (ZMP) and zeromodified generalized Poisson (ZMGP) regression models are useful classes of models for such data. In the literature so far only score tests...

We propose a new class of models, transition measurement error models, to study the effects of covariates and the past responses on the current response in longitudinal studies when one of the covariates is measured with error. We show that the response variable conditional on the error-prone...

Endogenous sampling with matching (also called gmixed samplingh) occurs when the statistician samples from the non-right- censored subset at a predetermined proportion and matches on one or more exogenous variables when sampling from the right-censored subset. This is widely applied in the...

We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal and invertible autoregressive moving-average (ARMA) time series models, which were initially established by Hannan [Journal of Applied Probability (1973) vol. 10, pp....

We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal and invertible ARMA time series models, which were initially established by Hannan (1973) via the asymptotic properties of a Whittle's estimator. This also paves the way to...

We analyze the performance of the Amman Stock Exchange (ASE) and its integration with other markets. Using cointegration techniques, we find that the ASE and other Arab stock markets are cointegrated, which implies little long-run risk diversification. However, there is no cointegrating...

A new two-parameter power Lindley distribution is introduced and its properties are discussed. These include the shapes of the density and hazard rate functions, the moments, skewness and kurtosis measures, the quantile function, and the limiting distributions of order statistics. Maximum...