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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
An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
Type
JournalPaper
Keywords
INAR model; Overdispersion; Pegram operator; Thinning operator
Year
2018
Journal COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
DOI
Researchers Masoumeh Shirozhan ، Mehrnaz Mohammadpour

Abstract

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.