{"id":"https://openalex.org/W4402841849","doi":"https://doi.org/10.1515/mcma-2024-2015","title":"Periodic INAR(1) model with Bell innovations distribution","display_name":"Periodic INAR(1) model with Bell innovations distribution","publication_year":2024,"publication_date":"2024-09-25","ids":{"openalex":"https://openalex.org/W4402841849","doi":"https://doi.org/10.1515/mcma-2024-2015"},"language":"en","primary_location":{"id":"doi:10.1515/mcma-2024-2015","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1515/mcma-2024-2015","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076061311","display_name":"Abderrahmen Manaa","orcid":null},"institutions":[{"id":"https://openalex.org/I3133097027","display_name":"Higher National Veterinary School","ror":"https://ror.org/02jk75847","country_code":"DZ","type":"education","lineage":["https://openalex.org/I3133097027"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"Abderrahmen Manaa","raw_affiliation_strings":["Higher National School of Biotechnology Taoufik Khaznadar , Nouveau P\u00f4le Universitaire Ali Mendjeli , BP. E66 , Constantine 25100 , Algeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Higher National School of Biotechnology Taoufik Khaznadar , Nouveau P\u00f4le Universitaire Ali Mendjeli , BP. E66 , Constantine 25100 , Algeria","institution_ids":["https://openalex.org/I3133097027"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5076061311"],"corresponding_institution_ids":["https://openalex.org/I3133097027"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.21204881,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"30","issue":"4","first_page":"413","last_page":"430"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9775999784469604,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9775999784469604,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9323999881744385,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9038000106811523,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.45784443616867065},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3962543308734894},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.35281914472579956},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34215325117111206},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3356268107891083},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.33365800976753235},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.21660664677619934}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.45784443616867065},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3962543308734894},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.35281914472579956},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34215325117111206},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3356268107891083},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.33365800976753235},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.21660664677619934}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1515/mcma-2024-2015","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1515/mcma-2024-2015","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:bpj:mcmeap:v:30:y:2024:i:4:p:413-430:n:1002","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2024-2015","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1086135","https://openalex.org/W1898999968","https://openalex.org/W1982191138","https://openalex.org/W1984161662","https://openalex.org/W1985284584","https://openalex.org/W1994267238","https://openalex.org/W2001373703","https://openalex.org/W2028108138","https://openalex.org/W2032051534","https://openalex.org/W2036948282","https://openalex.org/W2044121999","https://openalex.org/W2078325264","https://openalex.org/W2093230975","https://openalex.org/W2102370313","https://openalex.org/W2131222955","https://openalex.org/W2153552426","https://openalex.org/W2312296303","https://openalex.org/W2774969983","https://openalex.org/W3005011377","https://openalex.org/W3040141076","https://openalex.org/W3104545014","https://openalex.org/W3168411455","https://openalex.org/W3169840220","https://openalex.org/W3207850221","https://openalex.org/W4290705766","https://openalex.org/W4313316989"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027","https://openalex.org/W2600246793","https://openalex.org/W4238204885"],"abstract_inverted_index":{"Abstract":[0],"In":[1],"this":[2,31],"paper,":[3],"we":[4],"introduce":[5],"a":[6,122,128],"class":[7,32],"of":[8,30,50,72,105,116],"periodic":[9,61,74],"integer-valued":[10],"autoregressive":[11],"BL-PINAR(1)":[12],"models":[13],"with":[14],"Bell":[15],"innovations":[16],"distribution":[17],"based":[18],"on":[19,127],"the":[20,36,39,55,60,69,73,99,106,109],"binomial":[21],"thinning":[22],"operator.":[23],"The":[24,47,77,102,114],"basic":[25],"probabilistic":[26],"and":[27,38,89,108],"statistical":[28],"properties":[29,104],"are":[33,45,95,112,119],"studied.":[34],"Indeed,":[35],"first":[37],"second":[40],"moment":[41],"periodically":[42],"stationary":[43],"conditions":[44],"established.":[46],"closed":[48,70],"forms":[49],"these":[51,117],"moments":[52],"are,":[53],"under":[54],"obtained":[56],"conditions,":[57],"derived.":[58],"Furthermore,":[59],"autocovariance":[62],"structure":[63],"is":[64,132],"also":[65],"considered":[66],"while":[67],"providing":[68],"form":[71],"autocorrelation":[75],"function.":[76],"conditional":[78,85,90],"least":[79,86],"squares":[80,87],"(CLS),":[81],"Yule\u2013Walker":[82],"(YW),":[83],"weighted":[84],"(WCLS),":[88],"maximum":[91],"likelihood":[92],"(CML)":[93],"methods":[94,118],"applied":[96],"to":[97],"estimate":[98],"underlying":[100],"parameters.":[101],"asymptotic":[103],"CLS":[107],"YW":[110],"estimators":[111],"obtained.":[113],"performances":[115],"compared":[120],"through":[121],"simulation":[123],"study.":[124],"An":[125],"application":[126],"real":[129],"data":[130],"set":[131],"provided.":[133]},"counts_by_year":[],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
