مشخصات پژوهش

عنوان	An integer-valued bilinear time series model via two random operators
نوع پژوهش	مقاله چاپ شده
کلیدواژه‌ها	Autocovariance function; Binomial thinning operator; Estimation; Integer-valued bilinear processes; Pegram operator
چکیده	This paper presents a new stationary integer-valued bilinear time series model of the first order by mixing the thinning and Pegram operators. Some statistical properties of the model are obtained, involving the conditional moments, autocovariance and spectral density function. Estimation of the model parameters is discussed using the Yule-Walker and conditional least squares methods with a simulation study for evaluating the performance of those estimators. Applicability of the process is investigated using a practical count data set with comparing the model to a competitive bilinear model using some marginal distributions of innovations. Issue of forecasting data is discussed under the proposed model.
پژوهشگران	حسن بکوچ (نفر دوم)، سکینه رمضانی (نفر سوم)، مهرناز محمدپور (نفر اول)