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A new INAR model based on Poisson-BE2 innovations.
- Source :
-
Communications in Statistics: Theory & Methods . 2023, Vol. 52 Issue 17, p6063-6077. 15p. - Publication Year :
- 2023
-
Abstract
- In this paper, two-parameter Poisson binomial-exponential 2 (PBE2) distribution is firstly reviewed, then a new integer-valued autoregressive (INAR) model with PBE2 innovations is proposed. The definition and statistical properties of the proposed model are given, including the mean, variance, covariance, strict stationarity and ergodicity. Two-step conditional least squares and conditional maximum likelihood estimation methods are considered to estimate the parameters. To assess the proposed model, a crime data set is analyzed and a comparison with other competing INAR models is given, which shows that the proposed model yields a better performance. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 52
- Issue :
- 17
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 164872559
- Full Text :
- https://doi.org/10.1080/03610926.2021.2024571