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Estimating the parameters of the generalized poisson AR(1) process
Journal article   Peer reviewed

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

H. Al-Nachawati, I. Alwasel and A.A. Alzaid
Journal of statistical computation and simulation, Vol.56(4), pp.337-352
01/03/1997
DOI: https://doi.org/10.1080/00949659708811798

Abstract

Gaussian estimation Generalized Poisson process Quasi-binomial distribution
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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