Altun Emrah, Bhati Deepesh, Khan Naushad Mamode
Department of Mathematics, Bartin University, 74100 Bartin, Turkey.
Department of Statistics, Central University of Rajasthan, Ajmer, India.
SN Appl Sci. 2021;3(2):274. doi: 10.1007/s42452-020-04109-8. Epub 2021 Feb 3.
This paper introduces a first-order integer-valued autoregressive process with a new innovation distribution, shortly INARPQX(1) process. A new innovation distribution is obtained by mixing Poisson distribution with quasi-xgamma distribution. The statistical properties and estimation procedure of a new distribution are studied in detail. The parameter estimation of INARPQX(1) process is discussed with two estimation methods: conditional maximum likelihood and Yule-Walker. The proposed INARPQX(1) process is applied to time series of the monthly counts of earthquakes. The empirical results show that INARPQX(1) process is an important process to model over-dispersed time series of counts and can be used to predict the number of earthquakes with a magnitude greater than four.
本文介绍了一种具有新的创新分布的一阶整数值自回归过程,简称为INARPQX(1)过程。通过将泊松分布与拟x伽马分布混合得到一种新的创新分布。详细研究了新分布的统计性质和估计过程。用条件最大似然法和尤尔-沃克法两种估计方法讨论了INARPQX(1)过程的参数估计。将提出的INARPQX(1)过程应用于地震月计数时间序列。实证结果表明,INARPQX(1)过程是对计数的过度分散时间序列进行建模的重要过程,可用于预测震级大于4级的地震数量。