Journal
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Volume 88, Issue 2, Pages 290-304Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/00949655.2017.1388380
Keywords
INAR model; generalized binomial thinning; geometric marginal distribution; dependent counting series; mixture
Ask authors/readers for more resources
A mixed integer-valued autoregressive model of order one, based on the binomial and the generalized binomial thinning operator is introduced. Geometric marginal distribution is considered. Properties of the model are analysed, unknown parameters are estimated and some numerical results of the estimates are obtained. Finally, model is applied on two real data sets and compared to some relevant models.
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