XW Huang, T Emura - Communications in Statistics-Simulation and …, 2024 - Taylor & Francis
A copula-based Markov chain model can flexibly capture serial dependence in a time series. However, the computational developments for copula-based Markov models remain …
The class of bivariate integer-valued time series models, described via copula theory, is gaining popularity in the literature because of applications in health sciences, engineering …
This paper proposes a method for change-point estimation, focusing on detecting structural shifts within time series data. Traditional maximum likelihood estimation (MLE) methods …
This paper presents a novel count time-series model, named integer-valued Split-BREAK process of the first order, abbr. INSB (1) model. This process is examined in terms of its basic …
A first-order autoregressive time series model with binomial distributed random variables has been developed using the copula-based Markov chain model approach. By still utilizing …
CLM Kao, E Lin, SC Wu - ITM Web of Conferences, 2024 - itm-conferences.org
Classical probability of informed trading (PIN) models assume that, given the information scenario, the number of buy and sell order flows are independently Poisson distributed …
The ability to assign accurate ages of fish is important to fisheries management. Accurate ageing allows for the most reliable age-based models to be used to support sustainability …
Count time series data have multiple applications. The applications can be found in areas of finance, climate, public health and crime data analyses. In most scenarios, time is an …
LVP Torres, JBG Escamilla - AL JOUR, 2022 - epe.lac-bac.gc.ca
Throughout the history of our country, different policies have left an incentive for favorable changes, however, none by itself has managed to combat the problems of chronic …