Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/4427
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Monteiro, M | pt |
dc.contributor.author | Scotto, MG | pt |
dc.contributor.author | Pereira, I | pt |
dc.date.accessioned | 2011-11-28T12:56:32Z | - |
dc.date.available | 2011-11-28T12:56:32Z | - |
dc.date.issued | 2010 | - |
dc.identifier.issn | 0378-3758 | pt |
dc.identifier.uri | http://hdl.handle.net/10773/4427 | - |
dc.description.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. | pt |
dc.language.iso | eng | pt |
dc.publisher | Elsevier | pt |
dc.rights | openAccess | por |
dc.subject | Count processes | pt |
dc.subject | Periodic autocovariances | pt |
dc.subject | Binomial thinning | pt |
dc.title | Integer-valued autoregressive processes with periodic structure | pt |
dc.type | article | pt |
dc.peerreviewed | yes | pt |
ua.distribution | international | pt |
degois.publication.firstPage | 1529 | pt |
degois.publication.issue | 6 | pt |
degois.publication.issue | 6 | - |
degois.publication.lastPage | 1541 | pt |
degois.publication.title | JOURNAL OF STATISTICAL PLANNING AND INFERENCE | pt |
degois.publication.volume | 140 | pt |
dc.relation.publisherversion | http://www.sciencedirect.com/science/article/pii/S0378375809003954 | * |
Appears in Collections: | DMat - Artigos ESTGA - Artigos |
Files in This Item:
File | Description | Size | Format | |
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MonteiroPereiraScotto.pdf | 321.64 kB | Adobe PDF | View/Open |
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