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   Articles with "valued autoregressive" as a keyword



An integer-valued autoregressive process for seasonality

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recommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2019.1685995

Abstract: ABSTRACT In this paper, we propose an integer-valued autoregressive process of order 1 for seasonality with period d and intra-seasonally dependent innovations (). Model properties are provided for the univariate and multivariate representation of the… read more here.

Keywords: seasonality; integer valued; valued autoregressive; process ... See more keywords

Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities

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recommendations! Published in 2024 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2024.2442764

Abstract: ABSTRACT This paper introduces a class of mixed integer-valued autoregressive model with dynamic mixing probabilities, which deals well with complex nonlinear structures and high-order dependencies of count time series. Model properties including stationarity, ergodicity and… read more here.

Keywords: mixed integer; mixing probabilities; dynamic mixing; valued autoregressive ... See more keywords

Estimation for random coefficient integer-valued autoregressive model under random environment

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recommendations! Published in 2019 at "Advances in Difference Equations"

DOI: 10.1186/s13662-019-2436-2

Abstract: A first-order random coefficient integer-valued autoregressive model based on the negative binomial thinning operator under r states random environment is introduced. This paper derives numerical characteristics of the proposed model, establishes Yule–Walker estimators of model… read more here.

Keywords: coefficient integer; integer valued; valued autoregressive; model ... See more keywords

Bivariate Random Coefficient Integer-Valued Autoregressive Model Based on a ρ-Thinning Operator

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recommendations! Published in 2024 at "Axioms"

DOI: 10.3390/axioms13060367

Abstract: While overdispersion is a common phenomenon in univariate count time series data, its exploration within bivariate contexts remains limited. To fill this gap, we propose a bivariate integer-valued autoregressive model. The model leverages a modified… read more here.

Keywords: autoregressive model; valued autoregressive; integer valued; model ... See more keywords
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A New First-Order Integer-Valued Autoregressive Model with Bell Innovations

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recommendations! Published in 2021 at "Entropy"

DOI: 10.3390/e23060713

Abstract: A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be… read more here.

Keywords: bell; integer valued; valued autoregressive; model ... See more keywords