文章基本信息

标题：Poisson–Lindley INAR(1) model with applications
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作者：M. Mohammadpour ; Hassan S. Bakouch ; M. Shirozhan 等
期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2018
卷号：32
期号：2
页码：262-280
DOI：10.1214/16-BJPS341
语种：English
出版社：Brazilian Statistical Association
摘要：The paper focuses on a new stationary integer-valued autoregressive model of first order with Poisson–Lindley marginal distribution. Several statistical properties of the model are established, like spectral density function, multi-step ahead conditional measures, stationarity, ergodicity and irreducibility. We consider several methods for estimating the unknown parameters of the model and investigate properties of the estimators. The performances of these estimators are compared via simulation. The model is motivated by some applications to two real count time series data.