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An INAR(1) model based on a mixed dependent and independent counting series
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An INAR(1) model based on a mixed dependent and independent counting series

Ana V. Miletic Ilic, Miroslav M. Ristic, Aleksandar S. Nastic and Hassan S. Bakouch
Journal of statistical computation and simulation, Vol.88(2), pp.290-304
22/01/2018

Abstract

Computer Science Computer Science, Interdisciplinary Applications Mathematics Physical Sciences Science & Technology Statistics & Probability Technology
A mixed integer-valued autoregressive model of order one, based on the binomial and the generalized binomial thinning operator is introduced. Geometric marginal distribution is considered. Properties of the model are analysed, unknown parameters are estimated and some numerical results of the estimates are obtained. Finally, model is applied on two real data sets and compared to some relevant models.

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