Estimating the parameters of the generalized Poisson AR(1) process

被引：3
|
作者：
AlNachawati, H
Alwasel, I
Alzaid, AA
机构：
[1] King Saud University, Dept. of Stat. and Operations Res., Riyadh 11451
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1997年 / 56卷 / 04期
关键词：
Quasi-binomial distribution; Generalized Poisson process; Gaussian estimation;
D O I：
10.1080/00949659708811798
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The main objective of this paper is to compare two methods of estimating the parameters of the Generalized Poisson Autoregressive Process of order one. The small sample performance of the methods of Yule-Walker and Gaussian Estimation is studied. A simulation study is presented to compare the two methods. An application of the model to data representing the numbers of failures of a computer system is given.
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页码：337 / 352
页数：16
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