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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
Integer-valued bilinear time series model with signed generalized power series thinning operator
Type
JournalPaper
Keywords
Conditional least square method; integer-valued bilinear process; signed thinning operator
Year
2021
Journal JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
DOI
Researchers Sakineh Ramezani ، Mehrnaz Mohammadpour

Abstract

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.