A geometric time series model with dependent Bernoulli counting series

Miroslav M. Ristic; Aleksandar S. Nastic; Ana V. Miletic llic

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A geometric time series model with dependent Bernoulli counting series

机译：具有相关伯努利计数序列的几何时间序列模型

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摘要

A new stationary first-order integer-valued autoregressive process with geometric marginal distribution based on the generalized binomial thinning is introduced. The model involves dependent count variables. Some properties of the process are determined. A set of estimators are obtained, and their asymptotic distributions are considered. Some numerical results of the estimates are presented. Possible application of the process is discussed through the real data example.

机译：提出了一种基于广义二项式细化的具有几何边际分布的平稳一阶整数值自回归过程。该模型涉及因数计数变量。确定了过程的某些属性。获得了一组估计量，并考虑了它们的渐近分布。给出了估计的一些数值结果。通过实际数据示例讨论了该过程的可能应用。

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来源
《Journal of Time Series Analysis》 |2013年第4期|466-476|共11页
作者
Miroslav M. Ristic; Aleksandar S. Nastic; Ana V. Miletic llic;
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作者单位

University of Nis, Faculty of Sciences and Mathematics, Serbia.;

University of Nis, Faculty of Sciences and Mathematics, Serbia.;

University of Nis, Faculty of Sciences and Mathematics, Serbia.;

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原文格式 PDF
正文语种 eng
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关键词
INAR model; Generalized binomial thinning; Geometric marginal distribution; Dependent counting series;

机译：INAR模型;广义二项式细化;几何边际分布;相依计数系列;

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A geometric time series model with dependent Bernoulli counting series

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