Results 61 to 70 of about 3,700 (150)

Combining Generalized Linear Autoregressive Moving Average and Bootstrap Models for Analyzing Time Series of Respiratory Diseases and Air Pollutants

open access: yesMathematics
The generalized linear autoregressive moving-average model (GLARMA) has been used in epidemiology to evaluate the impact of pollutants on health. These effects are quantified through the relative risk (RR) measure, which inference can be based on the ...
Ana Julia Alves Camara   +3 more
doaj   +1 more source

Integer-Valued Split-BREAK Process with a General Family of Innovations and Application to Accident Count Data Modeling

open access: yesAxioms
This paper presents a novel count time-series model, named integer-valued Split-BREAK process of the first order, abbr. INSB(1) model. This process is examined in terms of its basic stochastic properties, such as stationarity, mean, variance and ...
Vladica S. Stojanović   +4 more
doaj   +1 more source

The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model

open access: yesEntropy
The novel circumstance-driven bivariate integer-valued autoregressive (CuBINAR) model for non-stationary count time series is proposed. The non-stationarity of the bivariate count process is defined by a joint categorical sequence, which expresses the ...
Huiqiao Wang, Christian H. Weiß
doaj   +1 more source

Contribution to econometrics of time series with integer values

open access: yes, 2016
The framework of this PhD dissertation is the conditional mean count time seriesmodels. We propose the Poisson quasi-maximum likelihood estimator (PQMLE) for the conditional mean parameters. We show that, under quite general regularityconditions, this estimator is consistent and asymptotically normal for a wide classeof count time series models.
openaire   +1 more source

ZOTMPo-INAR(1) Process: Entropy and Modeling of Epidemiological Count Time Series Data. [PDF]

open access: yesEntropy (Basel)
Awale M   +5 more
europepmc   +1 more source

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