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Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))
Journal article   Peer reviewed

Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

Miroslav M. Ristic, Aleksandar S. Nastic and Hassan S. Bakouch
Communications in statistics. Theory and methods, Vol.41(4), pp.606-618
15/02/2012
DOI: https://doi.org/10.1080/03610926.2010.529528

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
The authors consider a stationary integer-valued autoregressive process of the first order with negative binomial marginals (NBINAR(1)). A set of estimators are considered and their asymptotic distributions are derived. Some numerical results of the estimates are presented. Also, the authors discuss a possible application of the process.

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