Translator Disclaimer
May 2018 Poisson–Lindley INAR(1) model with applications
M. Mohammadpour, Hassan S. Bakouch, M. Shirozhan
Braz. J. Probab. Stat. 32(2): 262-280 (May 2018). DOI: 10.1214/16-BJPS341

Abstract

The paper focuses on a new stationary integer-valued autoregressive model of first order with Poisson–Lindley marginal distribution. Several statistical properties of the model are established, like spectral density function, multi-step ahead conditional measures, stationarity, ergodicity and irreducibility. We consider several methods for estimating the unknown parameters of the model and investigate properties of the estimators. The performances of these estimators are compared via simulation. The model is motivated by some applications to two real count time series data.

Citation

Download Citation

M. Mohammadpour. Hassan S. Bakouch. M. Shirozhan. "Poisson–Lindley INAR(1) model with applications." Braz. J. Probab. Stat. 32 (2) 262 - 280, May 2018. https://doi.org/10.1214/16-BJPS341

Information

Received: 1 November 2015; Accepted: 1 October 2016; Published: May 2018
First available in Project Euclid: 17 April 2018

zbMATH: 06861543
MathSciNet: MR3787754
Digital Object Identifier: 10.1214/16-BJPS341

Rights: Copyright © 2018 Brazilian Statistical Association

JOURNAL ARTICLE
19 PAGES


SHARE
Vol.32 • No. 2 • May 2018
Back to Top