Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

Yang Kai; Kang Yao; Wang Dehui; Li Han; Diao Yajing

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Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

机译：使用广义泊松整数重估的自回归流程建模超出或欠额计数数据

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To accurately and flexibly capture the dispersion features of time series of counts, we introduce the generalized Poisson thinning operation and further define some new integer-valued autoregressive processes. Basic probabilistic and statistical properties of the models are discussed. Conditional least squares and maximum quasi likelihood estimators are investigated via the moment targeting estimation methods for the innovation free case. Also, the asymptotic properties of the estimators are obtained. Conditional maximum likelihood estimation for the parametric cases are also discussed. Finally, some numerical results of the estimates and two real data examples are presented.

机译：为了准确和灵活地捕获时间序列的分散特征，我们介绍了广义泊松减薄操作，并进一步定义了一些新的整数自动评级过程。讨论了模型的基本概率和统计特性。通过针对创新案例的瞬间估算方法调查条件最小二乘和最大准可能性估计。而且，获得估计器的渐近性质。还讨论了参数案例的条件最大似然估计。最后，提出了估计和两个实际数据示例的一些数值结果。

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《Metrika: International Journal for Theoretical and Applied Statistics》 |2019年第7期|共27页
作者
Yang Kai; Kang Yao; Wang Dehui; Li Han; Diao Yajing;
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作者单位

Changchun Univ Technol Sch Math &

Stat Changchun 130012 Jilin Peoples R China;

Jilin Univ Sch Math Changchun 130012 Jilin Peoples R China;

Jilin Univ Sch Math Changchun 130012 Jilin Peoples R China;

Changchun Univ Sch Sci Changchun 130022 Jilin Peoples R China;

Changchun Univ Technol Sch Math &

Stat Changchun 130012 Jilin Peoples R China;

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原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
Generalized poisson thinning; GPINAR(1) process; Overdispersion; Underdispersion; Moments targeting estimation;

机译：广义泊松变薄;GPINAR（1）过程;过度分裂;欠分层;瞄准估计的矩;

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专利

1. Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes [J] . Yang Kai, Kang Yao, Wang Dehui, Metrika: International Journal for Theoretical and Applied Statistics . 2019,第7期

机译：使用广义泊松整数重估的自回归流程建模超出或欠额计数数据
2. CONWAY-MAXWELL-POISSON AUTOREGRESSIVE MOVING AVERAGE MODEL FOR EQUIDISPERSED, UNDERDISPERSED, AND OVERDISPERSED COUNT DATA [J] . Melo Moizes, Alencar Airlane Journal of Time Series Analysis . 2020,第6期

机译：Conway-Maxwell-Poisson自动进球移动平均模型，用于等偏见，欠分支和过度分散的计数数据
3. A hyper-Poisson regression model for overdispersed and underdispersed count data [J] . A.J. Sáez-Castillo, Conde-Sánchez Computational statistics & data analysis . 2013,第Null期

机译：用于过度分散和欠分散计数数据的超泊松回归模型
4. Estimation of Count Data using Mixed Poisson, Generalized Poisson and Finite Poisson Mixture Regression Models [C] . Hossein Zamani, Pouya Faroughi, Noriszura Ismail International Conference on Mathematical Sciences . 2014

机译：使用混合泊松，广义泊松和有限泊松混合物回归模型估计计数数据
5. The Generalized Monotone Incremental Forward Stagewise Method for Modeling Longitudinal, Clustered, and Overdispersed Count Data: Application Predicting Nuclear Bud and Micronuclei Frequencies [D] . Lehman, Rebecca R. 2017

机译：纵向，聚类和超分散计数数据建模的广义单调增量正向逐步方法：预测核芽和微核频率的应用
6. A New Extension of Thinning-Based Integer-Valued Autoregressive Models for Count Data [O] . Zhengwei Liu, Fukang Zhu 2021

机译：用于计数数据的稀疏整数自动评级模型的新扩展
7. Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models [O] . Zhu Fukang 2012

机译：使用广义泊松整数值GARCH模型对过度分散或分散不足的计数数据进行建模
8. Models for Serially Correlated Over or Underdispersed Unequally Spaced Longitudinal Count Data with Applications to Asthma Inhaler Use [R] . Bruce, S. L. 2007

机译：用于哮喘吸入器使用的系列相关过度或欠分散不等间距纵向计数数据的模型

Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

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