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Applying INAR-Hidden Markov Chains in the Analysis of Under-Reported Data

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Part of the book series: Trends in Mathematics ((RPCRMB,volume 7))

Abstract

We present a model for under-reported time series count data in which the underlying process satisfy an INAR(1) structure. Parameters are estimated through a naïve method based on the theoretical expression of the autocorrelation function of the underlying process, and also by means of the forward algorithm. The hidden process is reconstructed using the Viterbi algorithm, and a real data example is discussed.

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Correspondence to Amanda Fernández-Fontelo .

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Fernández-Fontelo, A., Cabaña, A., Puig, P., Moriña, D. (2017). Applying INAR-Hidden Markov Chains in the Analysis of Under-Reported Data. In: Ainsbury, E., Calle, M., Cardis, E., Einbeck, J., Gómez, G., Puig, P. (eds) Extended Abstracts Fall 2015. Trends in Mathematics(), vol 7. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-55639-0_5

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