Integer-valued autoregressive processes with periodic structure

Detalhes bibliográficos
Autor(a) principal: Monteiro, M
Data de Publicação: 2010
Outros Autores: Scotto, MG, Pereira, I
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Texto Completo: http://hdl.handle.net/10773/4427
Resumo: In this paper the periodic integer-valued autoregressive model of order one with period T, driven by a periodic sequence of independent Poisson-distributed random variables, is studied in some detail. Basic probabilistic and statistical properties of this model are discussed. Moreover, parameter estimation is also addressed. Specifically, the methods of estimation under analysis are the method of moments, least squares-type and likelihood-based ones. Their performance is compared through a simulation study. (C) 2009 Elsevier B.V. All rights reserved.
id RCAP_bf772eecad5c0ceaafafeed369ecfead
oai_identifier_str oai:ria.ua.pt:10773/4427
network_acronym_str RCAP
network_name_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository_id_str https://opendoar.ac.uk/repository/7160
spelling Integer-valued autoregressive processes with periodic structureCount processesPeriodic autocovariancesBinomial thinningIn this paper the periodic integer-valued autoregressive model of order one with period T, driven by a periodic sequence of independent Poisson-distributed random variables, is studied in some detail. Basic probabilistic and statistical properties of this model are discussed. Moreover, parameter estimation is also addressed. Specifically, the methods of estimation under analysis are the method of moments, least squares-type and likelihood-based ones. Their performance is compared through a simulation study. (C) 2009 Elsevier B.V. All rights reserved.Elsevier2011-11-28T12:56:32Z2010-01-01T00:00:00Z2010info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/4427eng0378-3758Monteiro, MScotto, MGPereira, Iinfo:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-05-06T03:33:42Zoai:ria.ua.pt:10773/4427Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T13:38:47.981803Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Integer-valued autoregressive processes with periodic structure
title Integer-valued autoregressive processes with periodic structure
spellingShingle Integer-valued autoregressive processes with periodic structure
Monteiro, M
Count processes
Periodic autocovariances
Binomial thinning
title_short Integer-valued autoregressive processes with periodic structure
title_full Integer-valued autoregressive processes with periodic structure
title_fullStr Integer-valued autoregressive processes with periodic structure
title_full_unstemmed Integer-valued autoregressive processes with periodic structure
title_sort Integer-valued autoregressive processes with periodic structure
author Monteiro, M
author_facet Monteiro, M
Scotto, MG
Pereira, I
author_role author
author2 Scotto, MG
Pereira, I
author2_role author
author
dc.contributor.author.fl_str_mv Monteiro, M
Scotto, MG
Pereira, I
dc.subject.por.fl_str_mv Count processes
Periodic autocovariances
Binomial thinning
topic Count processes
Periodic autocovariances
Binomial thinning
description In this paper the periodic integer-valued autoregressive model of order one with period T, driven by a periodic sequence of independent Poisson-distributed random variables, is studied in some detail. Basic probabilistic and statistical properties of this model are discussed. Moreover, parameter estimation is also addressed. Specifically, the methods of estimation under analysis are the method of moments, least squares-type and likelihood-based ones. Their performance is compared through a simulation study. (C) 2009 Elsevier B.V. All rights reserved.
publishDate 2010
dc.date.none.fl_str_mv 2010-01-01T00:00:00Z
2010
2011-11-28T12:56:32Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10773/4427
url http://hdl.handle.net/10773/4427
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0378-3758
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833593958121340928

Registros relacionados