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摘要翻译：
在线拍卖中投标人和出价的到达过程对于研究和建模在线市场中的供求关系具有重要意义。在线拍卖文献中的一个流行假设是泊松投标人到达过程是一个合理的近似。这种近似是用于现场研究的理论推导、统计模型和模拟的基础。然而，当谈到投标到达时，实证研究表明，这一过程远非泊松过程，早期投标和最后一刻投标都在发生。一个额外的特征，已经被不同的作者报告是一个明显的自相似性在投标到达过程。尽管有广泛的证据表明投标强度的变化和自相似性，但没有严格的尝试开发一个模型来充分接近投标到达并考虑这些特征。本文的目标是引入一族分布，它很好地逼近了硬封闭拍卖中的出价时间分布。我们称之为咖啡师过程（分阶段的投标到达），因为它能够在不同的阶段产生不同的强度。我们描述了该模型的性质，展示了如何从该模型中模拟投标到达，以及如何使用该模型进行估计和推理。我们通过拟合Ebay.com的模拟数据和真实数据来说明它的能力和有用性。最后，我们给出了泊松投标人到达过程与咖啡师投标人到达过程的关系。
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英文标题：
《The BARISTA: A model for bid arrivals in online auctions》
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作者：
Galit Shmueli, Ralph P. Russo, Wolfgang Jank
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最新提交年份：
2007
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分类信息：
一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
The arrival process of bidders and bids in online auctions is important for studying and modeling supply and demand in the online marketplace. A popular assumption in the online auction literature is that a Poisson bidder arrival process is a reasonable approximation. This approximation underlies theoretical derivations, statistical models and simulations used in field studies. However, when it comes to the bid arrivals, empirical research has shown that the process is far from Poisson, with early bidding and last-moment bids taking place. An additional feature that has been reported by various authors is an apparent self-similarity in the bid arrival process. Despite the wide evidence for the changing bidding intensities and the self-similarity, there has been no rigorous attempt at developing a model that adequately approximates bid arrivals and accounts for these features. The goal of this paper is to introduce a family of distributions that well-approximate the bid time distribution in hard-close auctions. We call this the BARISTA process (Bid ARrivals In STAges) because of its ability to generate different intensities at different stages. We describe the properties of this model, show how to simulate bid arrivals from it, and how to use it for estimation and inference. We illustrate its power and usefulness by fitting simulated and real data from eBay.com. Finally, we show how a Poisson bidder arrival process relates to a BARISTA bid arrival process.
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PDF链接：
https://arxiv.org/pdf/712.1962
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