The Combined Poisson INMA(q) Models for Time Series of Counts
A new stationary qth-order integer-valued moving average process with Poisson innovation is introduced based on decision random vector. Some statistical properties of the process are established. Estimators of the parameters of the process are obtained using the method of moments. Some numerical res...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2015-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2015/457842 |
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| _version_ | 1832554003301400576 |
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| author | Kaizhi Yu Hong Zou |
| author_facet | Kaizhi Yu Hong Zou |
| author_sort | Kaizhi Yu |
| collection | DOAJ |
| description | A new stationary qth-order integer-valued moving average process with Poisson innovation is introduced based on decision random vector. Some statistical properties of the process are established. Estimators of the parameters of the process are obtained using the method of moments. Some numerical results of the estimators are presented to assess the performance of
moment estimators. |
| format | Article |
| id | doaj-art-3c4b3d8ab5b942719b5fa6c394afd9d9 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2015-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-3c4b3d8ab5b942719b5fa6c394afd9d92025-02-03T05:52:33ZengWileyJournal of Applied Mathematics1110-757X1687-00422015-01-01201510.1155/2015/457842457842The Combined Poisson INMA(q) Models for Time Series of CountsKaizhi Yu0Hong Zou1Statistics School, Southwestern University of Finance and Economics, Chengdu 611130, ChinaSchool of Economics, Southwestern University of Finance and Economics, Chengdu 611130, ChinaA new stationary qth-order integer-valued moving average process with Poisson innovation is introduced based on decision random vector. Some statistical properties of the process are established. Estimators of the parameters of the process are obtained using the method of moments. Some numerical results of the estimators are presented to assess the performance of moment estimators.http://dx.doi.org/10.1155/2015/457842 |
| spellingShingle | Kaizhi Yu Hong Zou The Combined Poisson INMA(q) Models for Time Series of Counts Journal of Applied Mathematics |
| title | The Combined Poisson INMA(q) Models for Time Series of Counts |
| title_full | The Combined Poisson INMA(q) Models for Time Series of Counts |
| title_fullStr | The Combined Poisson INMA(q) Models for Time Series of Counts |
| title_full_unstemmed | The Combined Poisson INMA(q) Models for Time Series of Counts |
| title_short | The Combined Poisson INMA(q) Models for Time Series of Counts |
| title_sort | combined poisson inma q models for time series of counts |
| url | http://dx.doi.org/10.1155/2015/457842 |
| work_keys_str_mv | AT kaizhiyu thecombinedpoissoninmaqmodelsfortimeseriesofcounts AT hongzou thecombinedpoissoninmaqmodelsfortimeseriesofcounts AT kaizhiyu combinedpoissoninmaqmodelsfortimeseriesofcounts AT hongzou combinedpoissoninmaqmodelsfortimeseriesofcounts |