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Akbar Asgharzadeh

Akbar Asgharzadeh

Academic rank: Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics University of Mazandaran Babolsar, IRAN
Phone: 011-54302476

Research

Title
A max-autoregressive process based on Marshall-Olkin new Paretotype distribution
Type
JournalPaper
Keywords
: Autoregressive time series process, Non-Gaussian modeling, Pareto-type distribution, Estimation, Real-life data analysis.
Year
2024
Journal Journal of Statistics and Management Systems
DOI
Researchers Masoumeh Shirozhan ، Ali Saadati Nik ، Akbar Asgharzadeh ، Hassan S. Bakouch ، Mehrnaz Mohammadpour

Abstract

A new autoregressive process with Marshall-Olkin new Pareto-type (MOPT) marginal distribution is recommended in this paper. The distribution of the extremes with closure property, estimation via the maximum likelihood technique, and model fitting to the breakdown time of a particular type of electrical insulating material stressed under steady voltage are some of the statistical frameworks of the MOPT distribution, which are discussed comprehensively. The last aspect of the paper is devoted to the order max-autoregressive process based on the MOPT marginal distribution, showing its Pegram representation, along with the statistical properties and the estimation of the unknown parameters of the process. Moreover, the model is utilized for time series data and compared to some competitive models under a yearly alcohol consumption from 1995 to 2019 obtained from New Zealand.