期刊
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
卷 88, 期 2, 页码 290-304出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00949655.2017.1388380
关键词
INAR model; generalized binomial thinning; geometric marginal distribution; dependent counting series; mixture
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.
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