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Maximum likelihood estimation of a compound Poisson process

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  • SIMAR, Leopold

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Suggested Citation

  • SIMAR, Leopold, 1976. "Maximum likelihood estimation of a compound Poisson process," LIDAM Reprints CORE 271, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:271
    DOI: 10.1214/aos/1176343651
    Note: In : The Annals of Statistics, 4(6), 1200-1209, 1976
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    1. Chee, Chew-Seng, 2017. "A mixture model-based nonparametric approach to estimating a count distribution," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 34-44.
    2. Richard B. Davies & Robert Crouchley, 1986. "The Mover-Stayer Model," Sociological Methods & Research, , vol. 14(4), pages 356-380, May.
    3. Ronny Kuhnert & Dankmar Böhning, 2009. "CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(1), pages 61-71, March.
    4. Andersson, Thomas & Brännäs, Kurt, 1991. "Explaining Cross-Country Variation in Nationalization Frequencies," Working Paper Series 319, Research Institute of Industrial Economics.
    5. Glenn Ellison & Ashley Swanson, 2012. "Heterogeneity in High Math Achievement Across Schools: Evidence from the American Mathematics Competitions," NBER Working Papers 18277, National Bureau of Economic Research, Inc.
    6. Xinyi Zhong & Chang Su & Zhou Fan, 2022. "Empirical Bayes PCA in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 853-878, July.
    7. Dirk F. Moore & Choon Keun Park & Woollcott Smith, 2001. "Exploring Extra-Binomial Variation in Teratology Data Using Continuous Mixtures," Biometrics, The International Biometric Society, vol. 57(2), pages 490-494, June.
    8. Dimitri Karlis & Valentin Patilea, 2004. "Bootstrap Confidence Intervals in Mixtures of Discrete Distributions," Working Papers 2004-06, Center for Research in Economics and Statistics.
    9. Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
    10. Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
    11. Karlis, Dimitris & Patilea, Valentin, 2007. "Confidence intervals of the hazard rate function for discrete distributions using mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5388-5401, July.
    12. Lim, Hwa Kyung & Li, Wai Keung & Yu, Philip L.H., 2014. "Zero-inflated Poisson regression mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 151-158.
    13. Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017. "Chasing volatility," Journal of Econometrics, Elsevier, vol. 198(1), pages 122-145.
    14. Marco Alfò & Lorenzo Carbonari & Giovanni Trovato, 2020. "On the Effects of Taxation on Growth: an Empirical Assessment," CEIS Research Paper 480, Tor Vergata University, CEIS, revised 08 May 2020.
    15. Dankmar Böhning & Ronny Kuhnert, 2006. "Equivalence of Truncated Count Mixture Distributions and Mixtures of Truncated Count Distributions," Biometrics, The International Biometric Society, vol. 62(4), pages 1207-1215, December.
    16. Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
    17. Piet Groeneboom & Geurt Jongbloed & Jon A. Wellner, 2008. "The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 385-399, September.
    18. Michel Denuit & Claude Lefèvre & Moshe Shaked, 2000. "Stochastic Convexity of the Poisson Mixture Model," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 231-254, September.
    19. Kettunen, Juha, 1997. "Education and unemployment duration," Economics of Education Review, Elsevier, vol. 16(2), pages 163-170, April.
    20. Yacine Koucha & Alfredo D. Egidio dos Reis, 2021. "Approximations to ultimate ruin probabilities with a Wienner process perturbation," Papers 2107.02537, arXiv.org.
    21. Seungchul Baek & Junyong Park, 2022. "A computationally efficient approach to estimating species richness and rarefaction curve," Computational Statistics, Springer, vol. 37(4), pages 1919-1941, September.
    22. Herwig Friedl & Göran Kauermann, 2000. "Standard Errors for EM Estimates in Generalized Linear Models with Random Effects," Biometrics, The International Biometric Society, vol. 56(3), pages 761-767, September.
    23. KENNETH C. LAND & PATRICIA L. McCALL & DANIEL S. NAGIN, 1996. "A Comparison of Poisson, Negative Binomial, and Semiparametric Mixed Poisson Regression Models," Sociological Methods & Research, , vol. 24(4), pages 387-442, May.

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