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Mehrnaz Mohammadpour

Mehrnaz Mohammadpour

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics, University of Mazandaran, Babolsar, Iran
Phone: 011-35302475

Research

Title
A new class of INAR(1) model for count time series
Type
JournalPaper
Keywords
Dependent Bernoulli thinning operator, EM algorithm, thinning operator, mixture distribution and Pegram operator
Year
2018
Journal JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
DOI
Researchers Masoumeh Shirozhan ، Mehrnaz Mohammadpour

Abstract

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.