publication . Article . 2018

Integer-valued Time Series Model via Generalized Linear Models Technique of Estimation

Olanrewaju, Rasaki Olawale;
Open Access English
  • Published: 29 Apr 2018 Journal: International Annals of Science (issn: 2456-7132, eissn: 2456-7132, Copyright policy)
  • Publisher: AIJR Publisher
Abstract
The paper authenticated the need for separate positive integer time series model(s). This was done from the standpoint of a proposal for both mixtures of continuous and discrete time series models. Positive integer time series data are time series data subjected to a number of events per constant interval of time that relatedly fits into the analogy of conditional mean and variance which depends on immediate past observations. This includes dependency among observations that can be best described by Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model with Poisson distributed error term due to its positive integer defined range of values. As a...
Subjects
free text keywords: Generalized Linear Model (GLM), Integer Generalized Autoregressive Conditional Heteroscedasticity (INGARCH), Iterative Reweighted Least Square (IRLS)
Download from
Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue