Add to ORKGNew generalized thinning operators based on Bernoulli sequences of dependent random variables are presented In this thesis. Using these operators autoregressive models of the first order with non-negative integer values and geometric marginal distribution are constructed. Also, a mixed model based on both dependent and independent Bernoulli counting series is constructed by combined application of the binomial and the generalized binomial thinning operator. Some basic features of all introduced models are determined, unknown model parameters are estimated and asymptotic properties of obtained estimates are considered. Possible application to real data is also presented, where the new models are compared with each other and with the existing...
Bivariate integer-valued time series occur in many areas, such as finance, epidemiology, business et...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
In the thesis the thinning operators used for modeling of time series of counts are studied. The mai...
For modeling count time series data, one class of models is generalized integer autoregressive of or...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
For modeling count time series data, one class of models is generalized integer autoregressive of or...
We obtain new models and results for count data time series based on binomial thinning. Count data t...
This paper aims to model integer valued time series with possible negative values and either positiv...
Models of count time series with denumerable states space with conditional probability distributios ...
Models of count time series with denumerable states space with conditional probability distributios ...
Binomial thinning operator has a major role in modeling one-dimensional integer-valued autoregressiv...
Non–negative integer–valued time series are often encountered in many different scientific fields, u...
Recently, there has been growing interest in modelling non-negative integer-valued time series. Coun...
The paper introduces a new autoregressive model of order one for time seriesof counts. The model is ...
Bivariate integer-valued time series occur in many areas, such as finance, epidemiology, business et...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
In the thesis the thinning operators used for modeling of time series of counts are studied. The mai...
For modeling count time series data, one class of models is generalized integer autoregressive of or...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
For modeling count time series data, one class of models is generalized integer autoregressive of or...
We obtain new models and results for count data time series based on binomial thinning. Count data t...
This paper aims to model integer valued time series with possible negative values and either positiv...
Models of count time series with denumerable states space with conditional probability distributios ...
Models of count time series with denumerable states space with conditional probability distributios ...
Binomial thinning operator has a major role in modeling one-dimensional integer-valued autoregressiv...
Non–negative integer–valued time series are often encountered in many different scientific fields, u...
Recently, there has been growing interest in modelling non-negative integer-valued time series. Coun...
The paper introduces a new autoregressive model of order one for time seriesof counts. The model is ...
Bivariate integer-valued time series occur in many areas, such as finance, epidemiology, business et...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...