A negative binomial thinning-based bivariate INAR(1) process

Qingchun Zhang; Dehui Wang; Xiaodong Fan

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A negative binomial thinning-based bivariate INAR(1) process

机译：基于一体化的基于二项式稀疏的双变量（1）过程

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摘要

This article considers a bivariate INAR(1) process based on an extension of the negative binomial thinning operator by prespecifying the distribution of the innovations. The dependence is introduced through the innovation components. The existence, uniqueness, strict stationarity, ergodicity, and some probabilistic properties of the process are derived. The estimation methods of conditional least squares and conditional maximum likelihood are considered. Some numerical results of the estimates are presented by simulation study. An application to crime data set is provided.

机译：本文通过预先确定创新分配，基于负二项式稀疏运营商的延伸，介绍一项双人inar（1）进程。通过创新组件引入依赖。衍生出存在，唯一性，严格的实践，遍历性和一些概率性质。考虑有条件最小二乘和条件最大可能性的估计方法。仿真研究介绍了估计的一些数值结果。提供了犯罪数据集的应用程序。

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来源
《Statistica Neerlandica》 |2020年第4期|517-537|共21页
作者
Qingchun Zhang; Dehui Wang; Xiaodong Fan;
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作者单位

School of Mathematics Jilin University Changchun China School of Science Jilin Institute of Chemical Technology Jilin China;

School of Mathematics Jilin University Changchun China;

School of Science Jilin Institute of Chemical Technology Jilin China;

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正文语种 eng
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关键词
bivariate INAR(1) process; bivariate negative binomial; bivariate Poisson; negative binomial thinning;

机译：双人inar（1）过程;生物消极二项式;二佛派泊松;负二项式变薄;

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2. A bivariate Levy process with negative binomial and gamma marginals [J] . Kozubowski TJ, Panorska AK, Podgorski K Journal of Multivariate Analysis: An International Journal . 2008,第7期

机译：具有负二项式和伽玛边际的双变量Levy过程
3. Efficient parameter estimation for independent and INAR(1) negative binomial samples [J] . V. Savani, A. A. Zhigljavsky Metrika . 2007,第2期

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4. Modeling of HIV and AIDS in Indonesia Using Bivariate Negative Binomial Regression [C] . Amin Tohari, Nur Chamidah, Fatmawati Annual Basic Science International Conference . 2019

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6. THE NEGATIVE BINOMIAL PROCESS AND ARRESTS FOR DRUG USE [O] . Jon Mark Hirshon, P. David Wilson 2003

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7. On a Bivariate Poisson Negative Binomial Risk Process [O] . Krasimira Kostadinova, Leda Minkova 2014

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8. On Some New Bivariate Negative Binomial and Gamma Distributions with Applications to Queues, Inventories and Maintenance. [R] . Mitchell, C. R. 1976

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A negative binomial thinning-based bivariate INAR(1) process

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