In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio s...In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.展开更多
In this paper, a Negative Binomial (NB) Integer-valued Autoregressive model of order 1, INAR (1), is used to model and forecast the cumulative number of confirmed COVID-19 infected cases in Kenya independently for the...In this paper, a Negative Binomial (NB) Integer-valued Autoregressive model of order 1, INAR (1), is used to model and forecast the cumulative number of confirmed COVID-19 infected cases in Kenya independently for the three waves starting from 14<sup>th</sup> March 2020 to 1<sup>st</sup> February 2021. The first wave was experienced from 14<sup>th</sup> March 2020 to 15<sup>th</sup> September 2020, the second wave from around 15<sup>th</sup> September 2020 to 1<sup>st</sup> February 2021 and the third wave was experienced from 1<sup>st</sup> February 2021 to 3<sup>rd</sup> June 2021. 5, 10, and 15-day-ahead forecasts are obtained for these three waves and the performance of the NB-INAR (1) model analysed.展开更多
基金Supported by National Natural Science Foundation of China(11731015,11571051,J1310022,11501241)Natural Science Foundation of Jilin Province(20150520053JH,20170101057JC,20180101216JC)+2 种基金Program for Changbaishan Scholars of Jilin Province(2015010)Science and Technology Program of Jilin Educational Department during the "13th Five-Year" Plan Period(2016-399)Science and Technology Research Program of Education Department in Jilin Province for the 13th Five-Year Plan(2016213)
文摘In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.
文摘In this paper, a Negative Binomial (NB) Integer-valued Autoregressive model of order 1, INAR (1), is used to model and forecast the cumulative number of confirmed COVID-19 infected cases in Kenya independently for the three waves starting from 14<sup>th</sup> March 2020 to 1<sup>st</sup> February 2021. The first wave was experienced from 14<sup>th</sup> March 2020 to 15<sup>th</sup> September 2020, the second wave from around 15<sup>th</sup> September 2020 to 1<sup>st</sup> February 2021 and the third wave was experienced from 1<sup>st</sup> February 2021 to 3<sup>rd</sup> June 2021. 5, 10, and 15-day-ahead forecasts are obtained for these three waves and the performance of the NB-INAR (1) model analysed.
