Add to ORKGBinomial AR(1) process is a model for integer-valued time series with a fi- nite range and discrete time. It has the binomial marginal distribution and the AR(1)-like autocorrelation structure. This thesis deals with deriving some ba- sic properties of this process, methods of parameter estimation and goodness of fit testing. Three methods of parameter estimation are presented: Yule-Walker, the conditional least squares and the maximum likelihood method together with proofs of their asymptotical properties. Next, the goodness of fit testing is pre- sented. At first, two known methods based on the marginal distribution and the autocorrelation function are summarized. Then our own method is added, based on the probability generating function....
Few approaches for monitoring autocorrelated attribute data have been proposed in the literature. If...
My final thesis firstly addresses basic knowledge of the theory of stochastic processes. This is fir...
A bivariate autoregressive model for time series of counts is presented. The model is composed of su...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
We establish a connection between a class of chain-binomial models of use in ecology and epidemiolog...
In the present paper a bivariate integer-valued autoregressive process of order 1 (BINAR(1)) and an ...
Some problems of' statistical inference for discrete-valued time series are investigated in this stu...
In the present paper a bivariate integer-valued autoregressive process of order 1 (BINAR(1)) and an ...
In this thesis models of integer-valued time series based on random sums of random variables are stu...
Few approaches for monitoring autocorrelated attribute data have been proposed in the literature. If...
My final thesis firstly addresses basic knowledge of the theory of stochastic processes. This is fir...
A bivariate autoregressive model for time series of counts is presented. The model is composed of su...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
To model count time series Al-Osh & Alzaid (1987) and McKenzie (1988) introduced the INteger-valued ...
We establish a connection between a class of chain-binomial models of use in ecology and epidemiolog...
In the present paper a bivariate integer-valued autoregressive process of order 1 (BINAR(1)) and an ...
Some problems of' statistical inference for discrete-valued time series are investigated in this stu...
In the present paper a bivariate integer-valued autoregressive process of order 1 (BINAR(1)) and an ...
In this thesis models of integer-valued time series based on random sums of random variables are stu...
Few approaches for monitoring autocorrelated attribute data have been proposed in the literature. If...
My final thesis firstly addresses basic knowledge of the theory of stochastic processes. This is fir...
A bivariate autoregressive model for time series of counts is presented. The model is composed of su...