Title : ( Larceny trend in some areas of Mauritius via a bivariate INAR(1) model with dispersed COM-Poisson innovations )
Authors: Yuvraj Sunecher , Naushad Mamode Khan , Ibrahim Koodoruth , Zeinab Jannoo , Smita Rampat , Vandna Jowaheer , Mohammad Arashi ,
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Abstract
This article addresses the modelling of day and night larceny incidents in two regions of Mauritius through a bivariate integer-valued autoregressive of order 1 (BINAR(1)) model with a flexible Conway–Maxwell Poisson (CMP) innovations under time-varying moments. The outcome of the study demonstrates scientifically the contributory effects and helps to understand the main influential factors which could guide policy makers for remedial measures. A small simulation study is also incorporated to assess the performance of the generalized quasi-likelihood (GQL) estimation method. The proposed model is compared with other relevant competing bivariate models in the application part.
Keywords
, Larceny, bivariate integer-valued, CMP, GQL
@article{paperid:1081516,
author = {Yuvraj Sunecher and Naushad Mamode Khan and Ibrahim Koodoruth and Zeinab Jannoo and Smita Rampat and Vandna Jowaheer and Arashi, Mohammad},
title = {Larceny trend in some areas of Mauritius via a bivariate INAR(1) model with dispersed COM-Poisson innovations},
journal = {Communications in Statistics: Case Studies, Data Analysis and Applications},
year = {2018},
volume = {4},
number = {2},
month = {April},
issn = {2373-7484},
pages = {69--81},
numpages = {12},
keywords = {Larceny; bivariate integer-valued; CMP; GQL},
}
%0 Journal Article
%T Larceny trend in some areas of Mauritius via a bivariate INAR(1) model with dispersed COM-Poisson innovations
%A Yuvraj Sunecher
%A Naushad Mamode Khan
%A Ibrahim Koodoruth
%A Zeinab Jannoo
%A Smita Rampat
%A Vandna Jowaheer
%A Arashi, Mohammad
%J Communications in Statistics: Case Studies, Data Analysis and Applications
%@ 2373-7484
%D 2018
