A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
| Autor: | Marcelo Bourguignon, Fabio Fajardo Molinares, Patrick Borges |
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| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
Inflation Series (mathematics) Thinning Applied Mathematics media_common.quotation_subject 05 social sciences 01 natural sciences Deflation Physics::Fluid Dynamics Condensed Matter::Soft Condensed Matter 010104 statistics & probability Operator (computer programming) Overdispersion Autoregressive model Modeling and Simulation 0502 economics and business Applied mathematics 0101 mathematics Statistics Probability and Uncertainty Time series 050205 econometrics Mathematics media_common |
| Zdroj: | Journal of Statistical Computation and Simulation. 88:3338-3348 |
| ISSN: | 1563-5163 0094-9655 |
| Popis: | In this paper, we introduce a new non-negative integer-valued autoregressive time series model based on a new thinning operator, so called generalized zero-modified geometric (GZMG) thinning operat... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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