A flexible univariate moving average time-series model for dispersed count data
نویسندگان
چکیده
Abstract Al-Osh and Alzaid (1988) consider a Poisson moving average (PMA) model to describe the relation among integer-valued time series data; this model, however, is constrained by underlying equi-dispersion assumption for count data (i.e., that variance mean equal). This work instead introduces flexible contain over- or under-dispersion via Conway-Maxwell-Poisson (CMP) distribution related distributions. first-order sum-of-Conway-Maxwell-Poissons (SCMPMA(1)) offers generalizable construct includes PMA (among others) as special case. We highlight SCMPMA properties illustrate its flexibility simulated examples.
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ژورنال
عنوان ژورنال: Journal of Statistical Distributions and Applications
سال: 2021
ISSN: ['2195-5832']
DOI: https://doi.org/10.1186/s40488-021-00115-2