Ouyou toukeigaku
Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
Contributed Papers
An Extended Power Model for Point Processes in a Finite Interval and its Application to Bid Arrival Processes of Online Auctions
Ryohei Shibue, Akimichi Takemura
Author information
Keywords: BARISTA model, maximum likelihood estimation
JOURNAL OPEN ACCESS

2015 Volume 44 Issue 3 Pages 89-100

Details
Download PDF (833K)
Download citation RIS

(compatible with EndNote, Reference Manager, ProCite, RefWorks)

BIB TEX

(compatible with BibDesk, LaTeX)

Text
How to download citation
Contact us
Abstract
We propose an extended power model for point processes in a finite interval. This model has a concave log likelihood function and its estimation is simple. We give a definition of the model and state some properties of the model. Then we apply the model to the real data of bid arrivals in online auctions.
Content from these authors
© 2015 Japanese Society of Applied Statistics
Previous article Next article
Favorites & Alerts

Recently viewed articles
Share this page
feedback
 Top