Date of Award
1-1-2018
Language
English
Document Type
Dissertation
Degree Name
Doctor of Philosophy (PhD)
College/School/Department
Department of Mathematics and Statistics
Content Description
1 online resource (ii, vi, 66 pages) : illustrations (some color)
Dissertation/Thesis Chair
Karin Reinhold
Committee Members
Yunlong Feng, Martin Hildebrand, Shao Lin
Keywords
INAR, Integer valued autoregressive, Mixture Distribution, NON-Stationary, Time Series, Time-series analysis, Estimation theory, Mathematical statistics
Subject Categories
Applied Mathematics | Physical Sciences and Mathematics | Statistics and Probability
Abstract
We study a new non--stationary mixture Pengram and thinning model for time series of counts that include the effect of covariate variables on the outcome variable. Properties of the model and performance are discussed. It has a simpler likelihood function than the non--stationary INAR(1) model and therefore MLE estimators for the model's parameters are easier to find. Therefore the model offers an alternative to non--stationary INAR(1).
Recommended Citation
Lin, Ziqiang, "Non-stationary counts with mixture distributions" (2018). Legacy Theses & Dissertations (2009 - 2024). 2111.
https://scholarsarchive.library.albany.edu/legacy-etd/2111