| dc.creator | Bourguignon, Marcelo | |
| dc.date | 2022-10-31T20:10:44Z | |
| dc.date | 2022-10-31T20:10:44Z | |
| dc.date | 2016 | |
| dc.date.accessioned | 2023-09-04T12:32:36Z | |
| dc.date.available | 2023-09-04T12:32:36Z | |
| dc.identifier | BOURGUIGNON, Marcelo. Poisson-geometric INAR(1) process for modeling count time series with overdispersion. Statistica Neerlandica, v. 70, p. 176-192, 2016. Disponível em:<http://onlinelibrary.wiley.com/doi/10.1111/stan.12082/abstract>. Acesso em: 07 dez. 2017 | |
| dc.identifier | 0039-0402 | |
| dc.identifier | https://repositorio.ufrn.br/handle/123456789/49654 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/8601163 | |
| dc.description | In this paper, we propose a new first-order non-negative integervalued
autoregressive [INAR(1)] process with Poisson–geometric
marginals based on binomial thinning for modeling integer-valued
time series with overdispersion. Also, the new process has, as a particular
case, the Poisson INAR(1) and geometric INAR(1) processes.
The main properties of the model are derived, such as probability
generating function, moments, conditional distribution, higher-order
moments, and jumps. Estimators for the parameters of process are
proposed, and their asymptotic properties are established. Some
numerical results of the estimators are presented with a discussion of
the obtained results. Applications to two real data sets are given to
show the potentiality of the new process. | |
| dc.language | en | |
| dc.publisher | Statistica Neerlandica | |
| dc.rights | Acesso Aberto | |
| dc.subject | Poisson distribution | |
| dc.subject | Geometric distribution | |
| dc.subject | Integer-valued time series | |
| dc.subject | Estimation | |
| dc.subject | Asymptotic normality | |
| dc.title | Poisson–geometric INAR(1) process for modeling count time series with overdispersion | |
| dc.type | article | |
