학술논문
Integer-Valued Split-BREAK Process with a General Family of Innovations and Application to Accident Count Data Modeling.
Document Type
Article
Author
Source
Subject
*MARGINAL distributions
*DATA modeling
*GENERATING functions
*FOREST fires
*TIME series analysis
*WILDFIRE prevention
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Language
ISSN
2075-1680
Abstract
This paper presents a novel count time-series model, named integer-valued Split-BREAK process of the first order, abbr. INSB(1) model. This process is examined in terms of its basic stochastic properties, such as stationarity, mean, variance and correlation structure. In addition, the marginal distribution, over-dispersion and zero-inflation properties of the INSB(1) process are also examined. To estimate the unknown parameters of the INSB(1) process, an estimation procedure based on probability generating functions (PGFs) is proposed. For the obtained estimators, their asymptotic properties, as well as the appropriate simulation study, are examined. Finally, the INSB(1) process is applied in the dynamic analysis of some real-world series, namely, the numbers of serious traffic accidents in Serbia and forest fires in Greece. [ABSTRACT FROM AUTHOR]