A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

Paulo Roberto Prezotti Filho; Valderio Anselmo Reisen; Pascal Bondon; Márton Ispány; Milena Melo; Faradiba Sarquis

doi:10.1016/j.apm.2021.03.025

Journal articles

A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

Paulo Roberto Prezotti Filho ^{1, 2, 3} Valderio Anselmo Reisen ^{2, 3} Pascal Bondon ³ Márton Ispány ⁴ Milena Melo ² Faradiba Sarquis ⁵

1 IFES - Federal Institute of Education, Science and Technology of Espírito Santo

2 Federal University of Espírito Santo

3 L2S - Laboratoire des signaux et systèmes

4 University of Debrecen

5 EMESCAM - Escola Superior de Ciências da Santa Casa de Misericórdia de Vitória

Abstract : This paper introduces a new class of models for non-negative integer-valued time series with a periodic and seasonal autoregressive structure. Some properties of the model are discussed and the conditional quasi-maximum likelihood method is used to estimate the parameters. The consistency and asymptotic normality of the estimators are established. Their performances are investigated for finite sample sizes and the empirical results indicate that the method gives accurate estimates. The proposed model is applied to analyse the daily number of antibiotic dispensing medication for the treatment of respiratory diseases, registered in a health center of Vitória, Brazil.

Keywords : Count time series periodicity seasonality consistency forecast air pollution problems

Document type :

Journal articles

Domain :

Statistics [stat] / Statistics Theory [stat.TH]

Complete list of metadata

https://hal-centralesupelec.archives-ouvertes.fr/hal-03185700
Contributor : Pascal Bondon <>
Submitted on : Tuesday, March 30, 2021 - 3:09:55 PM
Last modification on : Tuesday, July 20, 2021 - 3:03:24 AM

A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

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A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

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