Department of Statistics, Jahrom University, Jahrom, Iran.
Department of Mathematics, College of Science, Qassim University, Buraydah, Saudi Arabia.
Int J Biostat. 2022 Oct 28;19(2):473-488. doi: 10.1515/ijb-2022-0053. eCollection 2023 Nov 1.
In this paper, we propose the first-order stationary integer-valued autoregressive process with the cosine Poisson innovation, based on the negative binomial thinning operator. It can be equi-dispersed, under-dispersed and over-dispersed. Therefore, it is flexible for modelling integer-valued time series. Some statistical properties of the process are derived. The parameters of the process are estimated by two methods of estimation and the performances of the estimators are evaluated via some simulation studies. Finally, we demonstrate the usefulness of the proposed model by modelling and analyzing some practical count time series data on the daily deaths of COVID-19 and the drug calls data.
在本文中，我们提出了基于负二项式稀疏算子的具有余弦泊松创新的一阶平稳整数自回归过程。它可以是等分散的、过分散的和欠分散的。因此，它为整数时间序列建模提供了灵活性。推导出了过程的一些统计性质。过程的参数通过两种估计方法进行估计，并通过一些模拟研究评估估计量的性能。最后，我们通过对 COVID-19 每日死亡人数和药物呼叫数据的实际计数时间序列数据进行建模和分析，展示了所提出模型的有用性。
