Showing 1 - 10 of 261
In this paper, we consider the Riemann–Liouville fractional integral Nα,ν(t)=1Γ(α)∫0t(t−s)α−1Nν(s)ds, where Nν(t), t≥0, is a fractional Poisson process of order ν∈(0,1], and α0. We give the explicit bivariate distribution Pr{Nν(s)=k,Nν(t)=r}, for t≥s, r≥k, the mean...
Persistent link: https://www.econbiz.de/10011039784
We investigate the intraday dependence pattern between tick data of stock price changes using a new time-varying model for discrete copulas. We let parameters of both the marginal models and the copula vary over time using an observation driven autoregressive updating scheme based on the score...
Persistent link: https://www.econbiz.de/10011256977
Predicting abundance across a species' distribution is useful for studies of ecology and biodiversity management. Modeling of survey data in relation to environmental variables can be a powerful method for extrapolating abundances across a species' distribution and, consequently, calculating...
Persistent link: https://www.econbiz.de/10009448803
Falls and their injury outcomes have count distributions that are highly skewed toward the right with clumping at zero, posing analytical challenges. Different modelling approaches have been used in the published literature to describe falls count distributions, often without consideration of...
Persistent link: https://www.econbiz.de/10009484631
This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well-known variants of the negative binomial model (the NB1 and NB2 forms). We then analyze some alternative approaches to the...
Persistent link: https://www.econbiz.de/10010990812
Generalized linear models (GLM) are generalization of linear regression models, which allow fitting regression models to response data in all the sciences especially medical and dental sciences that follow a general exponential family. These are fl exible and widely used class of such models...
Persistent link: https://www.econbiz.de/10010860027
In this paper, we examine heterogeneity in the trip preferences of recreationists by applying a random parameters negative binomial model and a latent class negative binomial model to a panel data set of beach users at a site on the west coast of Ireland. This is the first such attempt in the...
Persistent link: https://www.econbiz.de/10010879097
Preliminary draft, please do not cite without permission of the author
Persistent link: https://www.econbiz.de/10010915021
We examined the intensity of integrated pest management (IPM) techniques adoption by U.S. nursery crop producers using parametric and nonparametric methods. We used data collected from 2009 National Nursery Survey to identify effects of variables associated with nursery producers on the number...
Persistent link: https://www.econbiz.de/10010916434
Regression models of Farm Service Agency borrower net worth, debt-to-asset ratio, and loan servicing actions over an average seven-year period following loan origination are estimated to identify determinants of borrower financial progress over time. Results show significantly increasing net...
Persistent link: https://www.econbiz.de/10010923186