Journal
STATISTICS & PROBABILITY LETTERS
Volume 82, Issue 4, Pages 805-811Publisher
ELSEVIER
DOI: 10.1016/j.spl.2012.01.007
Keywords
INAR(1) models; INAR(2) models; Binomial thinning; Negative binomial thinning; Geometric marginal distribution
Categories
Funding
- [MNTR 174013]
Ask authors/readers for more resources
In this paper, we introduce some mixed integer-valued autoregressive models of orders 1 and 2 with geometric marginal distributions, denoted by MGINAR(1) and MGINAR(2), using a mixture of the well-known binomial and the negative binomial thinning. The distributions of the innovation processes are derived and several properties of the model are discussed. Conditional least squares and Yule-Walker estimators are obtained, and some numerical results of the estimations are presented. A real-life data example is investigated to assess the performance of the models. (C) 2012 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available