On a flexible construction of a negative binomial model

12/18/2018

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by   Fabrizio Leisen, et al.

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This work presents a construction of stationary Markov models with negative binomial marginal distributions. The proposal is novel in that a simple form of the corresponding transition probabilities is available, thus revealing uninvolved simulation and estimation methods. The construction also unveils a representation of the transition probability function of some well known classes of birth and death processes. Some illustrations with simulated and real data examples are also presented.