مشخصات پژوهش

عنوان	Poisson-Lindley INAR(1) Model with Applications
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Compound Poisson distribution, Count data, First order autoregressive process, Parametric estimation, Thinning.
چکیده	The paper focuses on a new stationary integer-valued autoregressive model of first order with Poisson-Lindley marginal distribution. Several statistical properties of the model are established, like spectral density function, multi-step ahead conditional measures, stationarity, ergodicity and irreducibility. We consider several methods for estimating the unknown parameters of the model and investigate properties of the estimators. The performances of these estimators are compared via simulation. The model is motivated by some applications to two real count time series data.
پژوهشگران	معصومه شیراوژن (نفر سوم)، حسن بکوچ (نفر دوم)، مهرناز محمدپور (نفر اول)