Banca de QUALIFICAÇÃO: ANA BEATRIZ GOMES DA SILVA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : ANA BEATRIZ GOMES DA SILVA
DATE: 07/07/2023
TIME: 14:00
LOCAL: Sala de Seminários do DEST
TITLE:

A first-order autoregressive process with One-inflated Borel distribution innovations for integer values

KEY WORDS:

One-inflated distributions; INAR(1) processes; Borel distribution.

PAGES: 39
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

As time series of integer values are based on counts, such as the autoregressive processes of integer values (INAR), they may contain an excessive number of repeated values that could harm the inferential analysis if this behavior is not known. Then it becomes necessary to understand time series inflated models for integer values. Some models have been developed to study zero-inflated data, however, this work focuses on the one-inflated model (OI) and the autoregressive process with One-inflated innovations (OI-INAR(1)). Thus, the One-inflated Borel (OIB) model and the INAR(1) process with One-inflated Borel innovations (OIB-INAR(1)) are proposed. In this work, it is shown the properties of these models as well as the methods for parameters estimation.

COMMITTEE MEMBERS:
Presidente - 1217007 - ANDRE LUIS SANTOS DE PINHO
Externo ao Programa - 1048587 - ANTONIO MARCOS BATISTA DO NASCIMENTO - nullExterna ao Programa - 2083593 - LUZ MILENA ZEA FERNANDEZ - nullExterno ao Programa - 1023112 - MARCELO BOURGUIGNON PEREIRA - null