Results 11 to 20 of about 3,700 (150)
Axioms, 2023 This manuscript deals with a parameter estimation of a non-negative integer-valued (NNIV) time series based on the so-called probability generating function (PGF) method.
Vladica Stojanović +2 more
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Piecewise Autoregression for General Integer-Valued Time Series
Journal of Statistical Planning and Inference, 2021 This paper proposes a piecewise autoregression for general integer-valued time series. The conditional mean of the process depends on a parameter which is piecewise constant over time. We derive an inference procedure based on a penalized contrast that is constructed from the Poisson quasi-maximum likelihood of the model.
William Kengne, Mamadou Lamine Diop
exaly +4 more sources
A New Skew Integer Valued Time Series Process
Statistical Methodology, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marcelo Bourguignon
exaly +4 more sources
Epidemic change-point detection in general integer-valued time series. [PDF]
J Appl Stat, 2023 In this paper, we consider the structural change in a class of discrete valued time series, which the true conditional distribution of the observations is assumed to be unknown. The conditional mean of the process depends on a parameter $θ^*$ which may change over time.
Diop ML, Kengne W.
europepmc +5 more sources
An integer‐valued time series model for multivariate surveillance [PDF]
Statistics in Medicine, 2019 In recent days, different types of surveillance data are becoming available for public health purposes. In most cases, several variables are monitored and events of different types are reported. As the amount of surveillance data increases, statistical methods that can effectively address multivariate surveillance scenarios are demanded.
Xanthi Pedeli, Dimitris Karlis
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Test for Conditional Variance of Integer-Valued Time Series
Statistica Sinica, 2023 Summary: We investigate a test for the conditional variance of stationary and ergodic integer-valued time series. This hypothesis testing problem is motivated by the fact that the form of the conditional variance of the process is determined by the conditional distribution and the conditional mean.
Goto, Yuichi, Fujimori, Kou
openaire +1 more source
Integer-Valued Time Series [PDF]
SSRN Electronic Journal, 2007 This thesis consists of two parts. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis consists of two chapters. One chapter is concerned with the development of efficient estimators of the marginal distribution functions from multivariate data if one has knowledge on the ...
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Note on integer-valued bilinear time series models [PDF]
Statistics & Probability Letters, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Drost, F.C. +2 more
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Mathematics, 2023 Zero-and-one inflated count time series have only recently become the subject of more extensive interest and research. One of the possible approaches is represented by first-order, non-negative, integer-valued autoregressive processes with zero-and-one ...
Vladica S. Stojanović +3 more
doaj +1 more source
Testing Parameter Change in General Integer‐Valued Time Series [PDF]
Journal of Time Series Analysis, 2017 We consider the structural change in a class of discrete valued time series, which the conditional distribution belongs to the one‐parameter exponential family. We propose a change point test based on the maximum likelihood estimator of the model's parameter.
Mamadou Lamine Diop, William Kengne
openaire +3 more sources