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A geometric time series model with a new dependent Bernoulli counting series

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  • Ana V. Miletić Ilić

Abstract

New generalized binomial thinning operator with dependent counting series is introduced. An integer valued time series model with geometric marginals based on this thinning operator is constructed. Main features of the process are analyzed and determined. Estimation of the parameters are presented and some asymptotic properties of the obtained estimators are discussed. Behavior of the estimators is described through the numerical results. Also, model is applied on the real data set and compared to some relevant INAR(1) models.

Suggested Citation

  • Ana V. Miletić Ilić, 2016. "A geometric time series model with a new dependent Bernoulli counting series," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(21), pages 6400-6415, November.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:21:p:6400-6415
    DOI: 10.1080/03610926.2014.895840
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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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