Results 51 to 60 of about 3,700 (150)

A Flexible Bivariate Integer-Valued Autoregressive of Order (1) Model for Over- and Under-Dispersed Time Series Applications

Stats
In real-life inter-related time series, the counting responses of different entities are commonly influenced by some time-dependent covariates, while the individual counting series may exhibit different levels of mutual over- or under-dispersion or mixed
Naushad Mamode Khan, Yuvraj Sunecher
doaj   +1 more source

A Copula-Based Model for Analyzing Bivariate Offense Data

Stats
We developed a class of bivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and Negative ...
Dimuthu Fernando, Wimarsha Jayanetti
doaj   +1 more source

On the Validity of Granger Causality for Ecological Count Time Series

Econometrics
Knowledge of causal relationships is fundamental for understanding the dynamic mechanisms of ecological systems. To detect such relationships from multivariate time series, Granger causality, an idea first developed in econometrics, has been formulated ...
Konstantinos G. Papaspyropoulos, Dimitris Kugiumtzis   +1 more
doaj   +1 more source

Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models

Entropy, 2018
This paper considers the problem of testing for parameter change in random coefficient integer-valued autoregressive models. To overcome some size distortions of the existing estimate-based cumulative sum (CUSUM) test, we suggest estimating function ...
Jiwon Kang
doaj   +1 more source

Comparison of Inferential Methods for a Novel CMP Model

Engineering Proceedings
In many real-life instances, time series of counts are often exposed to the dispersion phenomenon while at the same time being influenced by some explanatory variables.
Yuvraj Sunecher, Naushad Mamode Khan
doaj   +1 more source

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

Axioms
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.
Chang Liu, Dehui Wang
doaj   +1 more source

On Hitting Times for Markov Time Series of Counts with Applications to Quality Control

Revstat Statistical Journal, 2016
Examples of time series of counts arise in several areas, for instance in epidemiology, industry, insurance and network analysis. Several time series models for these counts have been proposed and some are based on the binomial thinning operation ...
Manuel Cabral Morais , António Pacheco
doaj   +1 more source

A Copula-Based Framework for Multivariate Count Time Series with Mixed Marginal Distributions

Stats
We developed a class of multivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and negative ...
Dimuthu Fernando, Yuxin Wen, Wimarsha Jayanetti   +2 more
doaj   +1 more source

A Semiparametric Empirical Likelihood Estimation Method for Mixed Integer-Valued Autoregressive Model

Axioms
This paper investigates a first-order mixed integer-valued autoregressive model based on the binomial thinning operator. The proposed MINAR(1) model allows the count process to evolve under heterogeneous autoregressive mechanisms and therefore provides ...
Qi Li, Xiaolei Zhang, Jianhua Cheng, Dehui Wang   +3 more
doaj   +1 more source

Testing for parameter change in general integer-valued time series

, 2016
We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the parameter of the model.
Diop, Mamadou Lamine, Kengne, William
openaire   +2 more sources