مشخصات پژوهش

عنوان	A new class of INAR(1) model for count time series
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Dependent Bernoulli thinning operator, EM algorithm, thinning operator, mixture distribution and Pegram operator
چکیده	The present work proposes a new integer valued autoregressive model with Poisson marginal distribution based on the mixing Pegram and dependent Bernoulli thinning operators. Properties of the model are discussed. We consider several methods for estimating the unknown parameters of the model. Also, the classical and Bayesian approaches are used for forecasting. Simulations are performed for the performance of these estimators and forecasting methods. Finally, the analysis of two real data has been presented for illustrative purposes.
پژوهشگران	مهرناز محمدپور (نفر دوم)، معصومه شیراوژن (نفر اول)