An INAR(1) model based on a mixed dependent and independent counting series |
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| Authors: | Ana V Mileti? Ili? Aleksandar S Nasti? Hassan S Bakouch |
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| Institution: | 1. Faculty of Sciences and Mathematics, Department of Mathematics, University of Nis, Nis, Serbia;2. Faculty of Science, Department of Mathematics, Tanta University, Tanta, Egypt |
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| Abstract: | A mixed integer-valued autoregressive model of order one, based on the binomial and the generalized binomial thinning operator is introduced. Geometric marginal distribution is considered. Properties of the model are analysed, unknown parameters are estimated and some numerical results of the estimates are obtained. Finally, model is applied on two real data sets and compared to some relevant models. |
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| Keywords: | INAR model generalized binomial thinning geometric marginal distribution dependent counting series mixture |
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