Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach
Zero-and-one inflated count time series have only recently become the subject of more extensive interest and research. One of the possible approaches is represented by first-order, non-negative, integer-valued autoregressive processes with zero-and-one inflated innovations, abbr. ZOINAR(1) processes...
Main Authors: | Vladica S. Stojanović, Hassan S. Bakouch, Eugen Ljajko, Najla Qarmalah |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-04-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/8/1772 |
Similar Items
-
Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions
by: Vladica Stojanović, et al.
Published: (2023-01-01) -
Statistical inference for zero-and-one-inflated poisson models
by: Yincai Tang, et al.
Published: (2017-07-01) -
Laplacian Split-BREAK Process with Application in Dynamic Analysis of the World Oil and Gas Market
by: Vladica S. Stojanović, et al.
Published: (2023-06-01) -
Unit Exponential Probability Distribution: Characterization and Applications in Environmental and Engineering Data Modeling
by: Hassan S. Bakouch, et al.
Published: (2023-10-01) -
On Stochastic Representations of the Zero–One-Inflated Poisson Lindley Distribution
by: Razik Ridzuan Mohd Tajuddin, et al.
Published: (2024-03-01)