On Shifted Geometric INAR(1) Models Based on Geometric Counting Series |
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| Authors: | Aleksandar S Nastić |
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| Institution: | 1. Department of Mathematics and Informatics , University of Ni? , Ni? , Serbia dimaja@open.telekom.rs |
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| Abstract: | Two types of shifted geometric integer valued autoregressive models of order one (SGINAR(1)) are proposed. Both are based on the thinning operator generated by counting series of i.i.d. geometric random variables. Their correlation properties are derived and compared. Also, regression and conditional variance are considered. Nonparametric estimators of model parameters are obtained and their asymptotic characterizations are given. Finally, these two models are applied to a real-life data set and they are compared to some referent INAR(1) models. |
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| Keywords: | Binomial thinning Crime data INAR models Negative binomial thinning Shifted geometric marginal distribution Simulation |
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