2024 : 4 : 29
Mehrnaz Mohammadpour

Mehrnaz Mohammadpour

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics, University of Mazandaran, Babolsar, Iran
Phone: 011-35302475

Research

Title
Alternative procedures in dependent counting INAR process with application on COVID-19
Type
JournalPaper
Keywords
Bayesian forecasting; Dependent thinning operator; INAR model; Modified maximum empirical likelihood; Quasi-likelihood
Year
2022
Journal COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
DOI
Researchers Nisreen Shamma ، Mehrnaz Mohammadpour

Abstract

Alternative estimation and forecasting procedures for the integer-valued autoregressive process with dependent geometric counting series are investigated. Some nonparametric estimation methods are applied to estimate the parameters of the model. The performance of the estimators is assessed via simulation study. We investigate an application of the process using COVID-19 data set and illustrate the best performance of the proposed model among some competitive INAR(1) models via the residual analysis and model adequacy. Consequently, the selected model is applied to predict the number of cases of COVID-19 based on the classic and Bayesian approaches.