Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications - Hardcover

Soobhug, Ashwinee Devi; Mamode Khan, Naushad; Yuvraj, Sunecher

 
9781041150558: Family of High-Ordered Integer-Valued Auto-Regressive Models and Applications

Inhaltsangabe

This book tackles the complexities of integer-valued time series analysis, focusing on over-dispersion, excess zeros, and non-stationarity. It explores high-ordered INAR(p) models with diverse thinning mechanisms and innovation distributions, finding CML superior for inference.

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Über die Autorin bzw. den Autor

Ashwinee Devi Soobhug works as a Statistician/Senior Statistician at Statistics Mauritius She is affiliated with the Ministry of Finance, Economic Planning and Development in Port Louis, Mauritius. She is a prominent academic researcher known for her significant contributions to the fields of statistics and public health.

Naushad Mamode Khan is an Associate Professor in Statistics, at the University of Mauritius. His research interests are statistical modelling and computing applied to integer-valued time series modelling.

Sunecher Yuvraj is a Senior Lecturer of Finance and Statistics of the University of Technology Mauritius since 2011. He received his Post Doctorate in Statistical Modelling from the University of Bahia, Ph.D in Statistics from the University of Mauritius, Master in Business Administration from the Management College of South Africa, Master in Financial Economics and Degree in Mathematics from the University of Mauritius.

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