Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach
Само за регистроване кориснике
2023
Чланак у часопису (Објављена верзија)
Метаподаци
Приказ свих података о документуАпстракт
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, nonnegative, integer-valued autoregressive processes with zero-and-one inflated innovations, abbr. ZOINAR(1) processes, introduced recently, around the year 2020 to the present. This manuscript presents a generalization of ZOINAR processes, given by introducing the zero-and-one inflated power series (ZOIPS) distributions. Thus, the obtained process, named the ZOIPS-INAR(1) process, has been investigated in terms of its basic stochastic properties (e.g., moments, correlation structure and distributional properties). To estimate the parameters of the ZOIPS-INAR(1) model, in addition to the conditional least-squares (CLS) method, a recent estimation technique based on probabilitygenerating functions (PGFs) is discussed. The asymptotic properties of the obtained estimators are also examined, as well as their Mon...te Carlo simulation study. Finally, as an application of the ZOIPS-INAR(1) model, a dynamic analysis of the number of deaths from the disease COVID-19 in Serbia is considered.
Кључне речи:
time series / zero-and-one inflation / probability generating functions / parameter estimation / simulation / COVID-19 / applicationИзвор:
Mathematics, 2023, 11, 8, 1772-Издавач:
- Basel : MDPI
Институција/група
JakovTY - JOUR AU - Stojanović, Vladica S. AU - Bakouch, Hassan S. AU - Ljajko, Eugen AU - Qarmalah, Najla PY - 2023 UR - https://jakov.kpu.edu.rs/handle/123456789/1632 AB - 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, nonnegative, integer-valued autoregressive processes with zero-and-one inflated innovations, abbr. ZOINAR(1) processes, introduced recently, around the year 2020 to the present. This manuscript presents a generalization of ZOINAR processes, given by introducing the zero-and-one inflated power series (ZOIPS) distributions. Thus, the obtained process, named the ZOIPS-INAR(1) process, has been investigated in terms of its basic stochastic properties (e.g., moments, correlation structure and distributional properties). To estimate the parameters of the ZOIPS-INAR(1) model, in addition to the conditional least-squares (CLS) method, a recent estimation technique based on probabilitygenerating functions (PGFs) is discussed. The asymptotic properties of the obtained estimators are also examined, as well as their Monte Carlo simulation study. Finally, as an application of the ZOIPS-INAR(1) model, a dynamic analysis of the number of deaths from the disease COVID-19 in Serbia is considered. PB - Basel : MDPI T2 - Mathematics T1 - Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach VL - 11 IS - 8 SP - 1772 DO - 10.3390/math11081772 ER -
@article{ author = "Stojanović, Vladica S. and Bakouch, Hassan S. and Ljajko, Eugen and Qarmalah, Najla", year = "2023", abstract = "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, nonnegative, integer-valued autoregressive processes with zero-and-one inflated innovations, abbr. ZOINAR(1) processes, introduced recently, around the year 2020 to the present. This manuscript presents a generalization of ZOINAR processes, given by introducing the zero-and-one inflated power series (ZOIPS) distributions. Thus, the obtained process, named the ZOIPS-INAR(1) process, has been investigated in terms of its basic stochastic properties (e.g., moments, correlation structure and distributional properties). To estimate the parameters of the ZOIPS-INAR(1) model, in addition to the conditional least-squares (CLS) method, a recent estimation technique based on probabilitygenerating functions (PGFs) is discussed. The asymptotic properties of the obtained estimators are also examined, as well as their Monte Carlo simulation study. Finally, as an application of the ZOIPS-INAR(1) model, a dynamic analysis of the number of deaths from the disease COVID-19 in Serbia is considered.", publisher = "Basel : MDPI", journal = "Mathematics", title = "Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach", volume = "11", number = "8", pages = "1772", doi = "10.3390/math11081772" }
Stojanović, V. S., Bakouch, H. S., Ljajko, E.,& Qarmalah, N.. (2023). Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach. in Mathematics Basel : MDPI., 11(8), 1772. https://doi.org/10.3390/math11081772
Stojanović VS, Bakouch HS, Ljajko E, Qarmalah N. Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach. in Mathematics. 2023;11(8):1772. doi:10.3390/math11081772 .
Stojanović, Vladica S., Bakouch, Hassan S., Ljajko, Eugen, Qarmalah, Najla, "Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach" in Mathematics, 11, no. 8 (2023):1772, https://doi.org/10.3390/math11081772 . .