A combined geometric INAR(p) model based on negative binomial thinning
نویسندگان
چکیده
منابع مشابه
A combined geometric INAR(p) model based on negative binomial thinning
In this paper, we introduce a new (combined) integer-valued autoregressive model of order p with geometric marginal distributions, denoted by CGINAR(p), using the negative binomial thinning introduced by Ristić et al. [19]. Several properties of the model are constructed and discussed, including one-step ahead conditional statistical measures. Some methods for estimating the model parameters ar...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2012
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2011.10.080