Estimation of interarrival time distribution from short time windows
Zbyněk Pawlas (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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Zbyněk Pawlas (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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Z. Schenková (1982)
Acta Universitatis Carolinae. Mathematica et Physica
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S Loukas (1991)
Applicationes Mathematicae
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Sotirios Loukas, Evgenia H. Papageorgiou (1991)
Applications of Mathematics
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A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.
Katarzyna Steliga, Dominik Szynal (2015)
Applicationes Mathematicae
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In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.
Gnedin, Alexander (2008)
Electronic Communications in Probability [electronic only]
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M. Majsnerowska (1998)
Applicationes Mathematicae
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One more method of Poisson approximation is presented and illustrated with examples concerning binomial, negative binomial and hypergeometric distributions.