Cited By
View all- Hunkrajok MSkulpakdee W(2024)A simple algorithm for computing the probabilities of count models based on pure birth processesComputational Statistics10.1007/s00180-024-01491-4Online publication date: 10-Apr-2024
3:A SUE-Poisson INARCH(1) Model
Pages 29 - 34
Abstract
This article illustrates the connection between a time series of counts and pure birth processes. The rejection of the Poisson INARCH (1) model is so universal in real applications. A reasonable explanation is that the Poisson process is a pure birth process with constant rates. Typically, the conditional over-, under-, and equidispersed distributions of a time series of counts are related to pure birth processes with unequal (monotonic or non-monotonic) and equal rates. Thus, a new INARCH (1) model with conditional unequal-rate and equal-rate distributions is proposed. This parsimonious model is applied to the time series of strike counts and yields considerably better results to the Poisson INARCH (1) model and other conventional models in the literature.
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Published In
February 2022
131 pages
ISBN:9781450395472
DOI:10.1145/3523089
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Published: 23 May 2022
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ICCDA 2022
ICCDA 2022: 2022 The 6th International Conference on Compute and Data Analysis
February 25 - 27, 2022
Shanghai, China
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View all- Hunkrajok MSkulpakdee W(2024)A simple algorithm for computing the probabilities of count models based on pure birth processesComputational Statistics10.1007/s00180-024-01491-4Online publication date: 10-Apr-2024
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