Results 121 to 130 of about 3,700 (150)
Some of the next articles are maybe not open access.
On the evaluation of risk models with bivariate integer-valued time series
Lithuanian Mathematical Journal, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Mi, Hu, Xiang
openaire +2 more sources
Periodic integer-valued bilinear time series model
Communications in Statistics - Theory and Methods, 2016ABSTRACTThis paper deals with the study of some probabilistic and statistical properties of a periodic integer-valued diagonal bilinear model. The existence of a periodically strict stationary integer-valued process is shown. Sufficient conditions for the periodically stationary, both in the first and second orders, are established. The closed-forms of
Mohamed Bentarzi, Wissam Bentarzi
openaire +1 more source
Exponential family QMLE-based CUSUM test for integer-valued time series
Communications in Statistics - Simulation and Computation, 2021This study considers testing for parameter changes in integer-valued time series models based on one parameter exponential family quasi-maximum likelihood estimates.
Sangyeol Lee, Sangjo Lee
openaire +2 more sources
Robust estimation for general integer-valued time series models
Annals of the Institute of Statistical Mathematics, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kim, Byungsoo, Lee, Sangyeol
openaire +2 more sources
Integer-valued time series risk model with surrender and investment
2023In this study, we construct the discrete-time risk models based on integer-valued time series models by incorporating the concepts of surrender and investment. The surrender considered in this study is the situation that the policyholder decides to exit the policy before maturity date.
openaire +1 more source
Hysteretic Poisson INGARCH model for integer-valued time series
Statistical Modelling, 2017This study proposes a new model for integer-valued time series—the hysteretic Poisson integer-valued generalized autoregressive conditionally heteroskedastic (INGARCH) model—which has an integrated hysteresis zone in the switching mechanism of the conditional expectation.
Truong, Buu-Chau +2 more
openaire +2 more sources
Branching processes with immigration and integer-valued time series
2009Summary: We indicate how integer-valued autoregressive time series \(\text{GINAR} (d)\) of order \(d\), \(d\geq 1\), are simple functionals of multitype branching processes with immigration. This allows the derivation of simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results in the ...
Dion, J., Gauthier, G., Latour, A.
openaire +2 more sources
A special integer-valued bilinear time series model with applications
2021Summary: The present work proposes a special integer-valued bilinear time series model based on the thinning operators. Basic probabilistic and statistical properties of this class of models are discussed. Moreover, parameter estimation methods in the time and frequency domains and forecasting are addressed.
RAMEZANİ, Sakineh +1 more
openaire +2 more sources
Predicting hospital admissions with integer-valued time series
2019Prediction of seasonal epidemics have beenwidely treated in the medical literature, with various methods to forecast the future cases of a given disease, when it’s about infectious diseases: compartmental methods that forecast the number of persons at each state of the epidemic (susceptible, infected, resistant) are used(1), as well as methods based on
Spiga, Radia +2 more
openaire +1 more source
Integer-valued APARCH processes in the analysis of time series of counts
2016The Asymmetric Power Arch representation for the volatility was introduced by Ding et al.(1993) in order to account for asymmetric responses in the volatility in the analysis of continuous-valued financial time series like, for instance, the log-return series of foreign exchange rates, stock indices or share prices. As reported by Brannas and Quoreshi (
Costa, Maria Conceição +2 more
openaire +1 more source