Seasonal count time series

J Kong, R Lund - Journal of Time Series Analysis, 2023 - Wiley Online Library
Count time series are widely encountered in practice. As with continuous valued data, many
count series have seasonal properties. This article uses a recent advance in stationary count …

Periodic negative binomial INGARCH (1, 1) model

A Manaa, M Bentarzi - Communications in Statistics-Simulation …, 2023 - Taylor & Francis
In this paper, we introduce a class of periodic negative binomial integer-valued generalized
autoregressive conditional heteroskedastic model. The basic probabilistic and statistical …

On the theory of periodic multivariate INAR processes

C Santos, I Pereira, MG Scotto - Statistical Papers, 2021 - Springer
In this paper a multivariate integer-valued autoregressive model of order one with periodic
time-varying parameters, and driven by a periodic innovations sequence of independent …

On some periodic INARMA(p,q) models

M Bentarzi, N Aries - Communications in Statistics-Simulation and …, 2022 - Taylor & Francis
This paper deals with the study of some probabilistic and statistical properties of some
particular models of the class of Periodic Integer-Valued Autoregressive Moving Average …

QMLE of periodic integer-valued time series models

M Bentarzi, N Aries - Communications in Statistics-Simulation and …, 2022 - Taylor & Francis
In this paper, we establish the consistency and the asymptotic normality of the Periodic
Poisson (respectively the Periodic Geometric) Quasi Maximum Likelihood estimators,(P− P …

[HTML][HTML] Re-visiting the COVID-19 analysis using the class of high ordered integer-valued time series models with harmonic features

NM Khan, AD Soobhug, N Youssef, S Fedally… - Healthcare …, 2022 - Elsevier
The COVID-19 series is obviously one of the most volatile time series with lots of spikes and
oscillations. The conventional integer-valued auto-regressive time series models (INAR) …

First-order multivariate integer-valued autoregressive model with multivariate mixture distributions

W Yu, H Zheng - Journal of Statistical Computation and Simulation, 2024 - Taylor & Francis
The univariate integer-valued time series has been extensively studied, but literature on
multivariate integer-valued time series models is quite limited and the complex correlation …

Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models

M Monteiro, I Pereira, MG Scotto - Communications in Statistics …, 2021 - Taylor & Francis
The aim of this work is to assess the modeling performance of two bivariate models for time
series of counts, within the context of a forest fires analysis in two counties of Portugal. The …

Saisonnalité et modèles de séries chronologiques à valeurs entières à coefficients périodiques

R Souakri - 2023 - dspace.usthb.dz
The analysis of the discrete $ time series has received growing attention in linear non $
negative integer $ valued time series models, it is recognized that many of these integer …

[PDF][PDF] Etude probabiliste et statistique des modèles autorégressifs moyenne mobile à valeurs entières (INARMA) à coefficients invariants et périodiques, dans le …

N Aries - 2020 - dspace.usthb.dz
This thesis deals with the study of Periodic Integer% valued Autoregressive Moving Average
(PINARMA) models for periodic time series of counts. This work is divided into two …