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: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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.
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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:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:04:54Zoai:ria.ua.pt:10773/4427Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:42:21.008529Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
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:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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