Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/24144
Title: | Statistical modelling of counts with a simple integer-valued bilinear process |
Author: | Pereira, Isabel Silva, Nélia |
Keywords: | Binomial thinning Count time series Diagnostics |
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 |
URI: | http://hdl.handle.net/10773/24144 |
DOI: | 10.1007/978-3-319-76605-8 |
ISBN: | 978-3-319-76604-1 |
Publisher Version: | https://link.springer.com/book/10.1007%2F978-3-319-76605-8 |
Appears in Collections: | CIDMA - Capítulo de livro PSG - Capítulo de livro |
Files in This Item:
File | Description | Size | Format | |
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Pereira-Silva2018_Chapter_StatisticalModellingOfCountsWi.pdf | 675.89 kB | Adobe PDF | View/Open |
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