Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach DOI Creative Commons
Vladica Stojanović, Hassan S. Bakouch, Еуген Љајко

et al.

Mathematics, Journal Year: 2023, Volume and Issue: 11(8), P. 1772 - 1772

Published: April 7, 2023

Zero-and-one inflated count time series have only recently become the subject of more extensive interest and research. One possible approaches is represented by first-order, non-negative, integer-valued autoregressive processes with zero-and-one innovations, abbr. ZOINAR(1) processes, introduced recently, around year 2020 to present. This manuscript presents a generalization ZOINAR given introducing power (ZOIPS) distributions. Thus, obtained process, named ZOIPS-INAR(1) has been investigated in terms its basic stochastic properties (e.g., moments, correlation structure distributional properties). To estimate parameters model, addition conditional least-squares (CLS) method, recent estimation technique based on probability-generating functions (PGFs) discussed. The asymptotic estimators are also examined, as well their Monte Carlo simulation study. Finally, an application dynamic analysis number deaths from disease COVID-19 Serbia considered.

Language: Английский

Integer-Valued Split-BREAK Process with a General Family of Innovations and Application to Accident Count Data Modeling DOI Creative Commons
Vladica Stojanović, Hassan S. Bakouch, Zorica Gajtanović

et al.

Axioms, Journal Year: 2024, Volume and Issue: 13(1), P. 40 - 40

Published: Jan. 7, 2024

This paper presents a novel count time-series model, named integer-valued Split-BREAK process of the first order, abbr. INSB(1) model. is examined in terms its basic stochastic properties, such as stationarity, mean, variance and correlation structure. In addition, marginal distribution, over-dispersion zero-inflation properties are also examined. To estimate unknown parameters process, an estimation procedure based on probability generating functions (PGFs) proposed. For obtained estimators, their asymptotic well appropriate simulation study, Finally, applied dynamic analysis some real-world series, namely, numbers serious traffic accidents Serbia forest fires Greece.

Language: Английский

Citations

1
Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach DOI Creative Commons
Vladica Stojanović, Hassan S. Bakouch, Еуген Љајко

et al.

Mathematics, Journal Year: 2023, Volume and Issue: 11(8), P. 1772 - 1772

Published: April 7, 2023

Zero-and-one inflated count time series have only recently become the subject of more extensive interest and research. One possible approaches is represented by first-order, non-negative, integer-valued autoregressive processes with zero-and-one innovations, abbr. ZOINAR(1) processes, introduced recently, around year 2020 to present. This manuscript presents a generalization ZOINAR given introducing power (ZOIPS) distributions. Thus, obtained process, named ZOIPS-INAR(1) has been investigated in terms its basic stochastic properties (e.g., moments, correlation structure distributional properties). To estimate parameters model, addition conditional least-squares (CLS) method, recent estimation technique based on probability-generating functions (PGFs) discussed. The asymptotic estimators are also examined, as well their Monte Carlo simulation study. Finally, an application dynamic analysis number deaths from disease COVID-19 Serbia considered.

Language: Английский

Citations

3