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Bayesian interval estimation for the difference of two independent Poisson rates using data subject to under‐reporting

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  • Brandi A. Greer
  • James D. Stamey
  • Dean M. Young

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  • Brandi A. Greer & James D. Stamey & Dean M. Young, 2011. "Bayesian interval estimation for the difference of two independent Poisson rates using data subject to under‐reporting," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(3), pages 259-274, August.
  • Handle: RePEc:bla:stanee:v:65:y:2011:i:3:p:259-274 DOI: j.1467-9574.2011.00483.x
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    References listed on IDEAS

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    1. Jacod, Jean, 2008. "Asymptotic properties of realized power variations and related functionals of semimartingales," Stochastic Processes and their Applications, Elsevier, vol. 118(4), pages 517-559, April.
    2. Ole BARNDORFF-NIELSEN & Svend Erik GRAVERSEN & Jean JACOD & Mark PODOLSKIJ & Neil SHEPHARD, 2004. "A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales," OFRC Working Papers Series 2004fe21, Oxford Financial Research Centre.
    3. Barndorff-Nielsen, Ole E. & Shephard, Neil & Winkel, Matthias, 2006. "Limit theorems for multipower variation in the presence of jumps," Stochastic Processes and their Applications, Elsevier, vol. 116(5), pages 796-806, May.
    4. Ole E. Barndorff-Nielsen & Neil Shephard, 2006. "Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(1), pages 1-30.
    5. Kinnebrock, Silja & Podolskij, Mark, 2008. "A note on the central limit theorem for bipower variation of general functions," Stochastic Processes and their Applications, Elsevier, pages 1056-1070.
    6. Holger Dette & Mark Podolskij & Mathias Vetter, 2006. "Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, pages 259-278.
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