An integer-valued bilinear time series model via random Pegram and thinning operators

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

In this paper, we introduce a new integer valued bilinear modeling based on the Pegram and thinning operators. Some statistical properties of the model are discussed. The model parameters are estimated by the conditional least square and Yule-Walker methods. By a simulation, the performances of the two estimation methods are studied. Finally, the efficiency of the proposed model is investigated by applying it on two real data sets.

Language:
Persian
Published:
Journal of Advances in Mathematical Modeling, Volume:10 Issue: 1, 2020
Pages:
215 to 230
https://www.magiran.com/p2126682  
سامانه نویسندگان
  • Mehrnaz Mohammadpour
    Corresponding Author (1)
    Associate Professor Statistics, University of Mazandaran, Babolsar, Iran
    Mohammadpour، Mehrnaz
اطلاعات نویسنده(گان) توسط ایشان ثبت و تکمیل شده‌است. برای مشاهده مشخصات و فهرست همه مطالب، صفحه رزومه را ببینید.
مقالات دیگری از این نویسنده (گان)