A non-linear integer-valued autoregressive model with zero-inflated data series
A new non-linear stationary process for time series of counts is introduced. The process is composed of the survival and innovation component. The survival component is based on the generalized zero-modified geometric thinning operator, where the innovation process figures in the survival component as well. A few probability distributions for the innovation process have been discussed, in order to adjust the model for observed series with the excess number of zeros. The conditional maximum likelihood and the conditional least squares methods are investigated for the estimation of the model parameters. The practical aspect of the model is presented on some real-life data sets, where we observe data with inflation as well as deflation of zeroes so we can notice how the model can be adjusted with the proper parameter selection.
Authors
- Miroslav M. Ristić (ORCID: https://orcid.org/0000-0002-9067-2411)
- Hassan S. Bakouch (ORCID: https://orcid.org/0000-0002-3189-0670)
- Predrag M. Popović (ORCID: https://orcid.org/0000-0003-2154-9038)
Institutions
- University of Nis (RS)
- Qassim University (SA)
Publication Details
- Journal
- Journal of Applied Statistics
- Published
- 2024-10-26
- DOI
- https://doi.org/10.1080/02664763.2024.2419495
- Citations
- 2
- Primary Topic
- Statistical Methods and Inference
- Type
- article
- Field-Weighted Citation Impact
- 1.42
Funders
- Ministarstvo Prosvete, Nauke i Tehnološkog Razvoja