The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, overand under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thu...

The impact of fast moving items, modeled by auto-regressive moving average (ARMA) type processes, on the bullwhip effect is well known. However, slow moving items that can be modeled using integer ARMA processes have received little attention. Herein, we measure the impact of bullwhip effect under a first order integer auto-regressive, INAR(1), demand process. We consider a simple two-stage sup...

In the present article, we introduce a new true integer valued autoregressive model of order one TPDINAR(1) for data sets on Z and either positive or negative correlations based Poisson difference (Skellam) marginal distribution using random walk variable (It). Properties are derived. We consider several methods estimating unknown parameters model, their properties discussed. Simulations carrie...

Undeniably, the Novel Coronavirus 2019, (COVID-19), has disrupted routine functioning of global economic and social activities. In particular, vulnerable economies such as Small Island Developing states (SIDs) are facing unprecedented health financial crisis. critical situation, some in-depth statistical models can be helpful for proper planning in terms identifying factors that influence signi...

The first–order integer–valued autoregressive (INAR(1)) process is investigated, where the autoregressive coefficient is close to one. It is shown that the limiting distribution of the conditional least–squares estimator for this coefficient is normal and, in contrast to the familiar AR(1) process, the rate of convergence is n. Finally, the nearly critical Galton–Watson process with unobservabl...

A multivariate INAR(1) regression model based on the Sarmanov distribution is proposed for modelling claim counts from an automobile insurance contract with different types of coverage. The correlation between claims coverage considered jointly serial observations same policyholder observed over time. Several models are analyzed. new offer some advantages since they have all MINAR(1) but allow ...