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.

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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

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article

A non-linear integer-valued autoregressive model with zero-inflated data series

Miroslav M. Ristić, Hassan S. Bakouch, Predrag M. Popović
2 citations
Journal of Applied Statistics
Statistical Methods and Inference
1.42
article

A non-linear integer-valued autoregressive model with zero-inflated data series

Miroslav M. Ristić, Hassan S. Bakouch, Predrag M. Popović
article en
2 citations

Abstract

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.

Journal of Applied StatisticsVol. 52(6)
University of Nis (RS), Qassim University (SA)
Ministarstvo Prosvete, Nauke i Tehnološkog Razvoja
Reduced inequalities
Openalex Percentile: Top 17%
Statistical Methods and Inference
1.42
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A non-linear integer-valued autoregressive model with zero-inflated data series — Miroslav M. Ristić, Hassan S. Bakouch, et al. · Journal of Applied Statistics (2024) | TGRS Research Map | TGRS