1403/02/06
مهرناز محمدپور

مهرناز محمدپور

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

مشخصات پژوهش

عنوان
Integer-valued bilinear time series model with signed generalized power series thinning operator
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Conditional least square method; integer-valued bilinear process; signed thinning operator
سال
2021
مجله JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
شناسه DOI
پژوهشگران Sakineh Ramezani ، Mehrnaz Mohammadpour

چکیده

We propose an integer-valued bilinear model with signed generalized power series thinning operator which provides more flexibility in modelling negative integer-valued time series together with negative correlation. Strict stationarity and some properties of the process are determined, unknown parameters are estimated by several methods and the behaviour of the estimators is described through the numerical results. Finally, the analysis of three real data sets has been presented for illustrative purposes.