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Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

By Ashwinee Devi Soobhug, Naushad Mamode Khan, Sunecher Yuvraj
Hardcover
$115.99
By Ashwinee Devi Soobhug, Naushad Mamode Khan, Sunecher Yuvraj
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This book tackles the complexities of integer-valued time series analysis, focusing on over-dispersion, excess zeros, and non-stationarity. It explores high-ordered INAR(p) models with diverse thinning mechanisms and innovation distributions, finding CML superior for inference. Addressing periodic-ity, harmonic functions are introduced for COVID-19 data. Novel BINAR (1) models with BPWE and SPWE innovations are applied to stock transactions, while new BPGL and SPGL bivariate distributions a...