A new geometric INAR(1) process based on counting series with deflation or inflation of zeros

Bourguignon, Marcelo; Borges, Patrick; Molinares, Fabio Fajardo

doi:10.1080/00949655.2018.1516220

Cited by 9 publications

(2 citation statements)

References 15 publications

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“… 2020b ), the weekly number of syphilis cases, (Bourguignon et al. 2018 ), the number of daily fatal road traffic accidents (Pedeli and Karlis 2011 ), the tick by tick intra-day transactions of stocks (Pedeli and Karlis 2013 ; Sunecher et al. 2018 ) and amongst others.…”

Section: Introductionmentioning

confidence: 99%

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Modeling Medical Data by Flexible Integer-Valued AR(1) Process with Zero-and-One-Inflated Geometric Innovations

Mohammadi

Sajjadnia

Sharafi

et al. 2022

Iran J Sci Technol Trans Sci

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In this paper, we introduce a new stationary first-order integer-valued autoregressive process (INAR) with zero-and-one-inflated geometric innovations that is useful for modeling medical practical data. Basic probabilistic and statistical properties of the model are discussed. Conditional least squares and maximum likelihood estimators are proposed to estimate the model parameters. The performance of the estimation methods is assessed by some Monte Carlo simulation experiments. The zero-and-one-inflated INAR process is subsequently applied to analyze two medical series that include the number of new COVID-19-infected series from Barbados and Poliomyelitis data. The proposed model is compared with other popular competing zero-inflated and zero-and-one-inflated INAR models on the basis of some goodness-of-fit statistics and selection criteria, where it shows to provide better fitting and hence can be considered as another important commendable model in the class of INAR models.

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Section: Introductionmentioning

confidence: 99%

“…In this sense, Barreto-Souza ( 2015 ), Bakouch and Ristić ( 2010 ) and Bourguignon et al. ( 2018 ) studied novel INAR(1) models with zero-modified geometric and zero-truncated Poisson marginal distribution, respectively, similar to the construction process in Livio et al. ( 2018 ).…”

Section: Introductionmentioning

confidence: 99%