Integer-valued Bilinear Model with Dependent Counting Series

被引：0

作者：

Sakineh Ramezani

Mehrnaz Mohammadpour

机构：

[1] University of Mazandaran,Faculty of Mathematical Sciences

来源：

Methodology and Computing in Applied Probability | 2022年 / 24卷

关键词：

Alternative dependent thinning operator; Integer-valued bilinear model; Maximum empirical likelihood; Overdispersion;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The present work proposes a new stationary integer-valued bilinear time series model with dependent counting series. The model will enable one to tackle the presence of some correlation between underlying events. The various probabilistic and statistical properties of the model are discussed, unknown parameters are estimated by several methods. Moreover, the performance of the estimation methods is illustrated through a simulation study and an empirical application to two data sets.

引用

页码：321 / 343

页数：22

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