A combined geometric INAR(p) model based on negative binomial thinning
نویسندگان
چکیده
In this paper, we introduce a new (combined) integer-valued autoregressive model of order p with geometric marginal distributions, denoted by CGINAR(p), using the negative binomial thinning introduced by Ristić et al. [19]. Several properties of the model are constructed and discussed, including one-step ahead conditional statistical measures. Some methods for estimating the model parameters are considered and the asymptotic properties of the obtained estimators are derived. A real-life data example is investigated to assess the performance of the model. © 2011 Elsevier Ltd. All rights reserved.
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ورودعنوان ژورنال:
- Mathematical and Computer Modelling
دوره 55 شماره
صفحات -
تاریخ انتشار 2012