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Mehrnaz Mohammadpour

Mehrnaz Mohammadpour

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

Research

Title
A time series model based on dependent zero inflated counting series
Type
JournalPaper
Keywords
Dependent thinning operator · INAR model · Modified conditional least square method · Overdispersion
Year
2020
Journal COMPUTATIONAL STATISTICS
DOI
Researchers Nisreen Shamma ، Mehrnaz Mohammadpour ، Masoumeh Shirozhan

Abstract

In this paper, we introduce a new generalized negative binomial thinning operator with dependent counting series. Some properties of the thinning operator are derived. A new stationary integer-valued autoregressive model based on the thinning operator is constructed. In addition various properties of the process are determined, unknown parameters are estimated by several methods and the behavior of the estimators is described through the numerical results. Also, the model is applied on a real data set and compared to some relevant INAR(1) models.