Skip to Main content Skip to Navigation
Journal articles

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

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.
Document type :
Journal articles
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 : Friday, April 2, 2021 - 3:30:17 AM

File

ManuscriptFinalV6_pascal_nocol...
Files produced by the author(s)

Identifiers

Citation

Paulo Roberto Prezotti Filho, Valderio Anselmo Reisen, Pascal Bondon, Márton Ispány, Milena Melo, et al.. A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases. Applied Mathematical Modelling, Elsevier, 2021, ⟨10.1016/j.apm.2021.03.025⟩. ⟨hal-03185700⟩

Share

Metrics

Record views

14

Files downloads

21