Weibull and generalised exponential overdispersion models with an application to ozone air pollution
Jorge Alberto Achcar,
Edilberto Cepeda-Cuervo and
Eliane R. Rodrigues
Journal of Applied Statistics, 2012, vol. 39, issue 9, 1953-1963
Abstract:
We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2012.697132 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:39:y:2012:i:9:p:1953-1963
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664763.2012.697132
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().