A geometric time series model with a new dependent Bernoulli counting series. Issue 21 (1st November 2016)
- Record Type:
- Journal Article
- Title:
- A geometric time series model with a new dependent Bernoulli counting series. Issue 21 (1st November 2016)
- Main Title:
- A geometric time series model with a new dependent Bernoulli counting series
- Authors:
- Ilić, Ana V. Miletić
- Abstract:
- ABSTRACT: New generalized binomial thinning operator with dependent counting series is introduced. An integer valued time series model with geometric marginals based on this thinning operator is constructed. Main features of the process are analyzed and determined. Estimation of the parameters are presented and some asymptotic properties of the obtained estimators are discussed. Behavior of the estimators is described through the numerical results. Also, model is applied on the real data set and compared to some relevant INAR(1) models.
- Is Part Of:
- Communications in statistics. Volume 45:Issue 21(2016)
- Journal:
- Communications in statistics
- Issue:
- Volume 45:Issue 21(2016)
- Issue Display:
- Volume 45, Issue 21 (2016)
- Year:
- 2016
- Volume:
- 45
- Issue:
- 21
- Issue Sort Value:
- 2016-0045-0021-0000
- Page Start:
- 6400
- Page End:
- 6415
- Publication Date:
- 2016-11-01
- Subjects:
- Dependent counting series -- Generalized binomial thinning -- Geometric marginal distribution -- INAR model
62M10
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2014.895840 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 697.xml