An INAR(1) Model Based on Negative Binomial Thinning Operator with Serially Dependent Noise.

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

‎In this paper‎, ‎we introduce a new integer-valued autoregressive model of first order based on the negative binomial thinning operator‎, ‎where the noises are serially dependent‎. ‎Some statistical properties of the model are discussed‎. ‎The model parameters are estimated by maximum likelihood and Yule-Walker methods‎. ‎By a simulation study‎, ‎the performances of the two estimation methods are studied‎. ‎This survey was carried out to study the efficiency of the new model by applying it on real data‎.

Language:
Persian
Published:
Journal of Statistical Sciences, Volume:14 Issue: 1, 2020
Pages:
215 to 232
https://www.magiran.com/p2089147  
سامانه نویسندگان
  • Mehrnaz Mohammadpour
    Corresponding Author (1)
    Associate Professor Statistics, University of Mazandaran, Babolsar, Iran
    Mohammadpour، Mehrnaz
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