Diagnosing and modeling extra-binomial variation for time-dependent counts
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Weiss, Christian H. | - |
dc.contributor.author | Kim, Hee-Young | - |
dc.date.accessioned | 2021-09-05T05:37:26Z | - |
dc.date.available | 2021-09-05T05:37:26Z | - |
dc.date.created | 2021-06-15 | - |
dc.date.issued | 2014-09 | - |
dc.identifier.issn | 1524-1904 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/97495 | - |
dc.description.abstract | This article considers the modeling of count data time series with a finite range having extra-binomial variation. We propose a beta-binomial autoregressive model using the concept of random coefficient thinning. We discuss the stationarity conditions, derive the moments and autocovariance function and consider approaches for parameter estimation. Furthermore, we develop two new tests for detecting extra-binomial variation, and we derive the asymptotic distributions of the test statistics under the null hypothesis of a binomial autoregressive model. The size and power performance of the two tests are analyzed under various alternatives taken from a beta-binomial autoregressive model with Monte Carlo experiments. The article ends with a real-data example about the Harmonised Index of Consumer Prices of the European Union. Copyright (c) 2013 John Wiley & Sons, Ltd. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | WILEY | - |
dc.subject | SERIES | - |
dc.title | Diagnosing and modeling extra-binomial variation for time-dependent counts | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Kim, Hee-Young | - |
dc.identifier.doi | 10.1002/asmb.2005 | - |
dc.identifier.scopusid | 2-s2.0-84908216669 | - |
dc.identifier.wosid | 000342902200005 | - |
dc.identifier.bibliographicCitation | APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, v.30, no.5, pp.588 - 608 | - |
dc.relation.isPartOf | APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY | - |
dc.citation.title | APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY | - |
dc.citation.volume | 30 | - |
dc.citation.number | 5 | - |
dc.citation.startPage | 588 | - |
dc.citation.endPage | 608 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Operations Research & Management Science | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Operations Research & Management Science | - |
dc.relation.journalWebOfScienceCategory | Mathematics, Interdisciplinary Applications | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | SERIES | - |
dc.subject.keywordAuthor | beta-binomial AR(1) model | - |
dc.subject.keywordAuthor | binomial AR(1) model | - |
dc.subject.keywordAuthor | binomial index of dispersion | - |
dc.subject.keywordAuthor | overdispersion | - |
dc.subject.keywordAuthor | thinning operations | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
(02841) 서울특별시 성북구 안암로 14502-3290-1114
COPYRIGHT © 2021 Korea University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.