Integer-valued bilinear time series model with signed generalized power series thinning operator. Issue 2 (22nd January 2021)

• Record Type: Journal Article
• Authors: Ramezani, S.; Mohammadpour, M.
• Is Part Of: Journal of statistical computation and simulation. Volume 91:Issue 2(2021)
• Page Start: 242
• Page End: 259
• Publication Date: 2021-01-22
• Subjects: Conditional least square method -- integer-valued bilinear process -- signed thinning operator; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2020.1811982
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: We propose an integer-valued bilinear model with signed generalized power series thinning operator which provides more flexibility in modelling negative integer-valued time series together with negative correlation. Strict stationarity and some properties of the process are determined, unknown parameters are estimated by several methods and the behaviour of the estimators is described through the numerical results. Finally, the analysis of three real data sets has been presented for illustrative purposes.