Properties Of The GAR(1) Model For Time Series Of Counts

被引：0
|
作者：
Karioti, Vasiliki [1 ]
Caroni, Chrys [1 ]
机构：
[1] Natl Tech Univ Athens, Dept Math, Athens, Greece
来源：
JOURNAL OF MODERN APPLIED STATISTICAL METHODS | 2006年 / 5卷 / 01期
关键词：
time series; count data; GARMA; GAR(1); residuals;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Models for time series count data include several proposed by Zeger and Qaqish (1988), subsequently generalized into the GARMA family. The GAR(1) model is examined in detail. The maximum likelihood estimation of the parameters will be discussed and the properties of Pearson and randomized residuals will be examined.
引用
收藏
页码：140 / 151
页数：12
相关论文
共 50 条
  • [1] The INARCH(1) Model for Overdispersed Time Series of Counts
    Weiss, Christian H.
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2010, 39 (06) : 1269 - 1291
  • [2] A New Model for Time Series of Counts
    Khoo, Wooi Chen
    Ong, Seng Huat
    [J]. PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): GERMINATION OF MATHEMATICAL SCIENCES EDUCATION AND RESEARCH TOWARDS GLOBAL SUSTAINABILITY, 2014, 1605 : 938 - 942
  • [3] Modeling time series of counts with a new class of INAR(1) model
    Wooi Chen Khoo
    Seng Huat Ong
    Atanu Biswas
    [J]. Statistical Papers, 2017, 58 : 393 - 416
  • [4] Modeling time series of counts with a new class of INAR(1) model
    Khoo, Wooi Chen
    Ong, Seng Huat
    Biswas, Atanu
    [J]. STATISTICAL PAPERS, 2017, 58 (02) : 393 - 416
  • [5] A negative binomial model for time series of counts
    Davis, Richard A.
    Wu, Rongning
    [J]. BIOMETRIKA, 2009, 96 (03) : 735 - 749
  • [6] A Mixed Time Series Model of Binomial Counts
    Khoo, Wooi Chen
    Ong, Seng Huat
    [J]. 22ND NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM22), 2015, 1682
  • [7] A REGRESSION-MODEL FOR TIME-SERIES OF COUNTS
    ZEGER, SL
    [J]. BIOMETRIKA, 1988, 75 (04) : 621 - 629
  • [8] A Time-Series Model for Underdispersed or Overdispersed Counts
    MacDonald, Iain L.
    Bhamani, Feroz
    [J]. AMERICAN STATISTICIAN, 2020, 74 (04): : 317 - 328
  • [9] A multinomial autoregressive model for finite-range time series of counts
    Zhang, Jie
    Wang, Dehui
    Yang, Kai
    Xu, Yanju
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2020, 207 : 320 - 343
  • [10] A two-stage model for multiple time series data of counts
    Berhane, K
    Thomas, DC
    [J]. BIOSTATISTICS, 2002, 3 (01) : 21 - 32
12345