عنوان
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Integer-valued bilinear model with dependent counting series
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Alternative dependent thinning operator; Integer-valued bilinear model; Maximum empirical likelihood; Overdispersion.
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چکیده
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The present work proposes a new stationary integer-valued bilinear time series model with dependent counting series. The model will enable one to tackle the presence of some correlation between underlying events. The various probabilistic and statistical properties of the model are discussed, unknown parameters are estimated by several methods. Moreover, the performance of the estimation methods is illustrated through a simulation study and an empirical application to two data sets.
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پژوهشگران
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مهرناز محمدپور (نفر دوم)، سکینه رمضانی (نفر اول)
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