Marcelo Bourguignon Pereira - UFAM
Auditório da Faculdade de Direito.
Profissionais, alunos de graduação em Estatística.
We present a novel first-order non-negative integer-valued autoregressive model for stationary count data processes with Bernoulli-geometric marginals based on a new type of generalized thinning operator. It can be used for modeling time series of counts with equidispersion, underdispersion and overdispersion. The main properties of the model are derived, such as probability generating function, moments, transition probabilities and zero probability. The maximum likelihood method is used for estimating the model parameters. The proposed model is fitted to time series of counts of iceberg orders and of cases of family violence illustrating its capabilities in challenging cases of overdispersed and equidispersed count data.
Joint work with: Christian H. Weiß - Department of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany
Dia 23/10/2019 das 15:00 as 16:00h