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Integer-valued Bilinear Model with Dependent Counting Series

Author

Listed:
  • Sakineh Ramezani

    (University of Mazandaran)

  • Mehrnaz Mohammadpour

    (University of Mazandaran)

Abstract

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.

Suggested Citation

  • Sakineh Ramezani & Mehrnaz Mohammadpour, 2022. "Integer-valued Bilinear Model with Dependent Counting Series," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 321-343, March.
    • Handle: RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09853-x
    DOI: 10.1007/s11009-021-09853-x
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    References listed on IDEAS

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