Flexible Lévy-Based Models for Time Series of Count Data with Zero-Inflation, Overdispersion, and Heavy Tails

<div>Semi-Poisson Lévy basis and semi-Poisson Lévy-based time series plots of simulated data with a long memory process where <span class="nowrap"><svg height="12.7178pt" id="M357" style="vertical-align:-3.42947pt" version="1.1" viewbox="-0.0498162 -9.28833 168.815 12.7178" width="168.815pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,4.498,0)"><path d="M822 650H589L583 622C660 617 677 607 674 561C672 534 664 481 647 390L600 137H596L273 650H126L120 622C176 620 194 615 207 594C221 571 225 557 214 504L161 257C141 166 129 112 121 85C108 42 83 30 29 28L23 0H260L266 28C193 33 173 42 176 89C178 122 186 172 202 255L256 527H259L583 -8H612L690 390C708 481 720 535 728 558C744 603 756 619 816 622L822 650Z"></path></g><g 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-12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z"></path></g><g transform="matrix(.013,0,0,-0.013,121.726,0)"><path d="M113 -12C146 -12 170 11 170 46C170 78 146 103 114 103S58 78 58 46C58 11 82 -12 113 -12Z"></path></g><g transform="matrix(.013,0,0,-0.013,124.69,0)"><path d="M137 343C167 482 260 545 321 574C357 591 397 603 429 609L423 641C382 634 335 622 295 608C189 570 37 457 37 238C37 84 125 -12 242 -12C362 -12 447 89 447 209C447 311 374 393 267 393C247 393 226 386 204 376L137 343ZM227 337C318 337 361 256 361 173C361 105 336 22 258 22C176 22 126 120 126 240C126 266 127 291 132 310C155 323 189 337 227 337Z"></path></g><g transform="matrix(.013,0,0,-0.013,130.93,0)"><path d="M95 130C70 130 46 113 46 88C46 72 54 64 59 64C93 55 121 33 121 -3C121 -41 93 -68 44 -88L55 -117C117 -98 186 -56 186 22C186 91 131 130 95 130Z"></path></g><g transform="matrix(.013,0,0,-0.013,136.073,0)"><path d="M478 372C478 418 458 448 431 448C409 448 389 431 389 410C389 404 391 400 394 395C398 388 406 371 406 348C406 253 308 122 251 51H249C254 122 249 257 231 336C212 421 189 448 159 448C126 448 75 412 23 327L48 306C83 354 103 371 115 371C125 371 134 360 144 334C185 224 192 64 183 -19C146 -100 116 -202 110 -244L125 -261C154 -259 208 -234 222 -220C222 -194 225 -84 235 -23C247 -3 273 36 308 79C379 165 478 288 478 372Z"></path></g><g transform="matrix(.013,0,0,-0.013,146.221,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z"></path></g><g transform="matrix(.013,0,0,-0.013,157.484,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z"></path></g><g transform="matrix(.013,0,0,-0.013,163.724,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg>.</span> (a) Illustration of the semi-Poisson processes. (b) Time series plot.</div>

Journal of Probability and Statistics

fig6

Figure 6

Figure 6: Flexible Lévy-Based Models for Time Series of Count Data with Zero-Inflation, Overdispersion, and Heavy Tails 