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A time series model based on dependent zero inflated counting series

Author

Listed:
  • Nisreen Shamma

    (University of Mazandaran)

  • Mehrnaz Mohammadpour

    (University of Mazandaran)

  • Masoumeh Shirozhan

    (University of Mazandaran)

Abstract

In this paper, we introduce a new generalized negative binomial thinning operator with dependent counting series. Some properties of the thinning operator are derived. A new stationary integer-valued autoregressive model based on the thinning operator is constructed. In addition various properties of the process are determined, unknown parameters are estimated by several methods and the behavior of the estimators is described through the numerical results. Also, the model is applied on a real data set and compared to some relevant INAR(1) models.

Suggested Citation

  • Nisreen Shamma & Mehrnaz Mohammadpour & Masoumeh Shirozhan, 2020. "A time series model based on dependent zero inflated counting series," Computational Statistics, Springer, vol. 35(4), pages 1737-1757, December.
    • Handle: RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00982-4
    DOI: 10.1007/s00180-020-00982-4
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    References listed on IDEAS

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    Cited by:

    1. Shirozhan, M. & Bakouch, Hassan S. & Mohammadpour, M., 2023. "A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 206(C), pages 216-230.

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