DSpace
 
  Repositório Institucional da Universidade de Aveiro > Departamento de Matem├ítica > MAT - Artigos >
 Integer-valued autoregressive processes with periodic structure
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/4427

title: Integer-valued autoregressive processes with periodic structure
authors: Monteiro, M
Scotto, MG
Pereira, I
keywords: Count processes
Periodic autocovariances
Binomial thinning
issue date: 2010
publisher: Elsevier
abstract: 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.
URI: http://hdl.handle.net/10773/4427
ISSN: 0378-3758
publisher version/DOI: http://www.sciencedirect.com/science/article/pii/S0378375809003954
source: JOURNAL OF STATISTICAL PLANNING AND INFERENCE
appears in collectionsMAT - Artigos
ESTGA - Artigos

files in this item

file description sizeformat
MonteiroPereiraScotto.pdf321.64 kBAdobe PDFview/open
statistics

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

 

Valid XHTML 1.0! RCAAP OpenAIRE DeG├│is
ria-repositorio@ua.pt - Copyright ©   Universidade de Aveiro - RIA Statistics - Powered by MIT's DSpace software, Version 1.6.2