Estimating the Pólya process
Yarong Feng,
Xing Chen,
Liyi Jia,
Xiruo Song and
Hosam M. Mahmoud
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 19, 9397-9406
Abstract:
Traditionally, a Pólya process is approached from a probability point of view. No prior inference work has been done on them. In this study, we approach the continuous-time Pólya process from an estimation point of view. We construct efficient estimators for the replacement matrix of certain classes of Pólya processes.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9397-9406
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DOI: 10.1080/03610926.2016.1208242
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