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Showing 1 results for negative Binomial Thinning
Mehrnaz Mohammadpour, Masoumeh Shirozhan, Volume 14, Issue 1 (8-2020)
Abstract
In this paper, we introduce a new integer-valued autoregressive model of first order based on the negative binomial thinning operator, where the noises are serially dependent. Some statistical properties of the model are discussed. The model parameters are estimated by maximum likelihood and Yule-Walker methods. By a simulation study, the performances of the two estimation methods are studied. This survey was carried out to study the efficiency of the new model by applying it on real data.
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