On suitability of negative binomial marginals and geometric counting sequence in some applications of Combined INAR(p) model

Facta Universitatis. Series Mathematics and Informatics

Aleksandar S. Nastić¹ 

[1] University of Nis, Department of Mathematics, Faculty of Sciences and Mathematics

关键词: INAR$(p)$ model;    Negative Binomial distribution;    Estimation;    Application;   

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 】

A combined negative binomial integer-valued autoregressive process of order $p$ is defined. Correlation structure and regression properties are presented. Model parameters are estimated using conditional least squares and Yule-Walker methods and the asymptotic distributions of the obtained estimators are derived. Model interpretation is provided, especially focusing on usage of geometric counting sequence and negative binomial marginals and further it is justified by application of the introduced model to certain counting data, where it is compared with some other possible known model solutions.

【 授权许可】

Unknown