A geometric time series model with inflated-parameter Bernoulli counting series
In this paper, we propose a new stationary first-order non-negative integer valued autoregressive [INAR(1)] process with geometric marginals based on a modified version of the binomial thinning operator. This new process will enable one to tackle the problem of overdispersion inherent in the analysi...
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| Principais autores: | Borges, Patrick, Molinares, Fabio Fajardo, Bourguignon, Marcelo |
|---|---|
| Formato: | article |
| Idioma: | English |
| Publicado em: |
Statistics and Probability Letters
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| Assuntos: | |
| Endereço do item: | https://repositorio.ufrn.br/handle/123456789/50998 |
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