Banca de DEFESA: BEATRIZ ARIADNA DA SILVA CIRIACO

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : BEATRIZ ARIADNA DA SILVA CIRIACO
DATE: 12/02/2024
TIME: 14:00
LOCAL: Sala de Seminário - Departamento de Estatística da UFRN
TITLE:

A first-order integer-valued autoregressive process with one-inflated Borel innovations

KEY WORDS:

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

PAGES: 49
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 the properties, such as expectation,
variance, dispersion index and probability generating function, of these models are developed,
as well as the methods for estimating the parameters of the OIB model, such as the method of
moments and maximum likelihood. Likewise, for the OIB-INAR(1) process, the conditional least squares and conditional maximum likelihood methods, in addition to one-step-ahead
prediction methodologies are studied. Finally, an application is made adjusting the OIB-INAR(1)
model.

COMMITTEE MEMBERS:
Presidente - 1217007 - ANDRE LUIS SANTOS DE PINHO
Externo ao Programa - 1048587 - ANTONIO MARCOS BATISTA DO NASCIMENTO - nullExterno à Instituição - ISAAC JALES COSTA SOUZA - UERN
Externa ao Programa - 2083593 - LUZ MILENA ZEA FERNANDEZ - null