Integer-Valued Split-BREAK Process with a General Family of Innovations and Application to Accident Count Data Modeling

Integer-Valued Split-BREAK Process with a General Family of Innovations and Application to Accident Count Data Modeling

This paper presents a novel count time-series model, named integer-valued Split-BREAK process of the first order, abbr. INSB(1) model. This process is examined in terms of its basic stochastic properties, such as stationarity, mean, variance and correlation structure. In addition, the marginal distr...

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Bibliographic Details
Main Authors: Vladica S. Stojanović, Hassan S. Bakouch, Zorica Gajtanović, Fatimah E. Almuhayfith, Kristijan Kuk
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Axioms
Subjects:
time series
power-series family of distributions
noise indicator
parameter estimation
simulation
forecasting
Online Access:https://www.mdpi.com/2075-1680/13/1/40

Internet

https://www.mdpi.com/2075-1680/13/1/40

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