1403/02/08
مهرناز محمدپور

مهرناز محمدپور

مرتبه علمی: دانشیار
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 011-35302475

مشخصات پژوهش

عنوان
A new class of INAR(1) model for count time series
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Dependent Bernoulli thinning operator, EM algorithm, thinning operator, mixture distribution and Pegram operator
سال
2018
مجله JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
شناسه DOI
پژوهشگران Masoumeh Shirozhan ، Mehrnaz Mohammadpour

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.