کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144564 957421 2016 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Bivariate zero truncated Poisson INAR(1) process
ترجمه فارسی عنوان
فرآیند پواسون ناقص صفر دومتغیرهINAR (1)
کلمات کلیدی
روند دومتغیره INAR (1) ؛ برآورد پارامتر؛ تابع مولد احتمال؛ Stationarity؛ پواسون ناقص صفر
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

In this paper, we propose a new stationary bivariate first order integer-valued autoregressive (BINAR(1)) process with zero truncated Poisson marginal distribution. Some properties about this process are considered, such as probability generating function, autocorrelations, expectations and covariance matrix under conditional and unconditional situation. We also establish the strict stationarity and ergodicity of the process. Estimators of unknown parameters are derived by using Yule–Walker, conditional least squares and maximum likelihood methods. The performance of the proposed estimation procedures are evaluated through Monte Carlo simulations. An application to a real data example is also provided.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 45, Issue 2, June 2016, Pages 260–275
نویسندگان
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