Matches in SemOpenAlex for { <https://semopenalex.org/work/W3003759070> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3003759070 endingPage "100" @default.
- W3003759070 startingPage "82" @default.
- W3003759070 abstract "A seasonal integer valued autoregressive model of first order with geometric innovation INARG(1) s was proposed in this study. The autocorrelation function (ACF), the marginal mean and the marginal variance of the model were obtained. The Yule-Walker (YW) estimators and conditional least squares (CLS) estimators of the parameters of the model were derived. The CLS estimators were shown to be asymptotically normal. The minimum mean square error (MMSE) forecast function was derived based on the proposed model. The forecast function was found to be equal to the conditional expectation of given (L-step ahead forecast given the last observation on the given series). A simulation study was carried out to compare YW and CLS estimates and forecasting performance of INARG(1) 12 model and the non-seasonal INARG(1) model. A set of real data was analysed and forecast evaluation criteria were obtained. The forecasting performance of INARG(1) 12 model was compared with that of each of the INARG(1) model, the Gaussian SARIMA(0,0,0) (1,0,0) 12 model and the seasonal geometric integer-valued autoregressive process based on negative binomial thinning (SGINAR( 12 ) model). Our empirical results revealed that the INARG(1) 12 model can be a better model for modelling over dispersed stationary seasonal count time series, when the series is generated from a Bernoulli process, than each of the INARG(1) model, Gaussian SARIMA(0,0,0) (1,0,0) 12 model and SGINAR( 12 ) model." @default.
- W3003759070 created "2020-02-07" @default.
- W3003759070 creator A5065718563 @default.
- W3003759070 creator A5076093975 @default.
- W3003759070 creator A5086669866 @default.
- W3003759070 date "2020-01-31" @default.
- W3003759070 modified "2023-09-24" @default.
- W3003759070 title "A Seasonal INAR(1) Process with Geometric Innovation for Over dispersed Count Time Series" @default.
- W3003759070 hasPublicationYear "2020" @default.
- W3003759070 type Work @default.
- W3003759070 sameAs 3003759070 @default.
- W3003759070 citedByCount "0" @default.
- W3003759070 crossrefType "journal-article" @default.
- W3003759070 hasAuthorship W3003759070A5065718563 @default.
- W3003759070 hasAuthorship W3003759070A5076093975 @default.
- W3003759070 hasAuthorship W3003759070A5086669866 @default.
- W3003759070 hasConcept C100906024 @default.
- W3003759070 hasConcept C105795698 @default.
- W3003759070 hasConcept C143724316 @default.
- W3003759070 hasConcept C149782125 @default.
- W3003759070 hasConcept C151406439 @default.
- W3003759070 hasConcept C151730666 @default.
- W3003759070 hasConcept C155380588 @default.
- W3003759070 hasConcept C159877910 @default.
- W3003759070 hasConcept C185429906 @default.
- W3003759070 hasConcept C194657046 @default.
- W3003759070 hasConcept C199335787 @default.
- W3003759070 hasConcept C24338571 @default.
- W3003759070 hasConcept C28826006 @default.
- W3003759070 hasConcept C33923547 @default.
- W3003759070 hasConcept C5297727 @default.
- W3003759070 hasConcept C86803240 @default.
- W3003759070 hasConceptScore W3003759070C100906024 @default.
- W3003759070 hasConceptScore W3003759070C105795698 @default.
- W3003759070 hasConceptScore W3003759070C143724316 @default.
- W3003759070 hasConceptScore W3003759070C149782125 @default.
- W3003759070 hasConceptScore W3003759070C151406439 @default.
- W3003759070 hasConceptScore W3003759070C151730666 @default.
- W3003759070 hasConceptScore W3003759070C155380588 @default.
- W3003759070 hasConceptScore W3003759070C159877910 @default.
- W3003759070 hasConceptScore W3003759070C185429906 @default.
- W3003759070 hasConceptScore W3003759070C194657046 @default.
- W3003759070 hasConceptScore W3003759070C199335787 @default.
- W3003759070 hasConceptScore W3003759070C24338571 @default.
- W3003759070 hasConceptScore W3003759070C28826006 @default.
- W3003759070 hasConceptScore W3003759070C33923547 @default.
- W3003759070 hasConceptScore W3003759070C5297727 @default.
- W3003759070 hasConceptScore W3003759070C86803240 @default.
- W3003759070 hasIssue "2" @default.
- W3003759070 hasLocation W30037590701 @default.
- W3003759070 hasOpenAccess W3003759070 @default.
- W3003759070 hasPrimaryLocation W30037590701 @default.
- W3003759070 hasRelatedWork W1566580351 @default.
- W3003759070 hasRelatedWork W1619230130 @default.
- W3003759070 hasRelatedWork W1981467313 @default.
- W3003759070 hasRelatedWork W2009485183 @default.
- W3003759070 hasRelatedWork W2014800944 @default.
- W3003759070 hasRelatedWork W2024700944 @default.
- W3003759070 hasRelatedWork W2040580278 @default.
- W3003759070 hasRelatedWork W2044573953 @default.
- W3003759070 hasRelatedWork W2066691563 @default.
- W3003759070 hasRelatedWork W2089266576 @default.
- W3003759070 hasRelatedWork W2147005097 @default.
- W3003759070 hasRelatedWork W2188661302 @default.
- W3003759070 hasRelatedWork W2503513091 @default.
- W3003759070 hasRelatedWork W268715611 @default.
- W3003759070 hasRelatedWork W2781565139 @default.
- W3003759070 hasRelatedWork W2808920857 @default.
- W3003759070 hasRelatedWork W3104450731 @default.
- W3003759070 hasRelatedWork W3121831608 @default.
- W3003759070 hasRelatedWork W3193415313 @default.
- W3003759070 hasRelatedWork W2188761054 @default.
- W3003759070 hasVolume "6" @default.
- W3003759070 isParatext "false" @default.
- W3003759070 isRetracted "false" @default.
- W3003759070 magId "3003759070" @default.
- W3003759070 workType "article" @default.