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Title: Statistical modelling of counts with a simple integer-valued bilinear process
Author: Pereira, Isabel
Silva, Nélia
Keywords: Binomial thinning
Count time series
Issue Date: Sep-2018
Publisher: Springer International Publishing
Abstract: The aim of this work is the statistical modelling of counts assuming low values and exhibiting sudden and large bursts that occur randomly in time. It is well known that bilinear processes capture these kind of phenomena. In this work the integer-valued bilinear INBL(1,0,1,1) model is discussed and some properties are reviewed. Classical and Bayesian methodologies are considered and compared through simulation studies, namely to obtain estimates of model parameters and to calculate point and interval predictions. Finally, an empirical application to real epidemiological count data is also presented to attest for its practical applicability in data analysis.
Peer review: yes
DOI: 10.1007/978-3-319-76605-8
ISBN: 978-3-319-76604-1
Publisher Version:
Appears in Collections:CIDMA - Capítulo de livro
PSG - Capítulo de livro

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