A COMBINED SDLINAR(p) MODEL AND IDENTIFICATION AND PREDICTION OF ITS LATENT COMPONENTS

Facta Universitatis. Series Mathematics and Informatics

Miodrag S. Djordjevic¹ 

[1] University of Nis, Faculty of Science and Mathematics, Visegradska 33, 18000 Nis

关键词: SDLINAR(p);    INAR(p);    Skew discrete Laplace distribution;    Thinning;    Estimation;    Prediction;    Latent components;   

DOI  :  

学科分类：社会科学、人文和艺术（综合）

来源: Univerzitet u Nishu / University of Nis

【 摘 要 】

The main subject of this paper is a combined integer-valued autoregressive time series with both positive and negative values, based on a new thinning operator. Some important properties are analyzed. Estimators of the unknown parameters are derived and their asymptotic behavior is analyzed. A simulation and an application on real-data are also shown. In the end, a mechanism for identification and prediction of the latent dimensions of the model are presented.

【 授权许可】

Unknown