1403/02/01
مهرناز محمدپور

مهرناز محمدپور

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

مشخصات پژوهش

عنوان
An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
نوع پژوهش
JournalPaper
کلیدواژه‌ها
INAR model; Overdispersion; Pegram operator; Thinning operator
سال
2018
مجله COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
شناسه DOI
پژوهشگران Masoumeh Shirozhan ، Mehrnaz Mohammadpour

چکیده

The present work proposes a new INAR(1) model based on the Pegram and thinning operators, where the innovations are supposed to be serially dependent to the current population. Several properties of the model are discussed. Maximum likelihood and modified Yule-Walker methods besides, a new sieve bootstrap approach are considered for the parameter estimation of the model and their performances and forecasting methods are checked by a simulation. This survey was carried out to study the efficiency of the new model by applying it on a real data.