کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150991 | 958174 | 2010 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Higher-order moments, cumulants and spectral densities of the NGINAR(1) process Higher-order moments, cumulants and spectral densities of the NGINAR(1) process](/preview/png/1150991.png)
چکیده انگلیسی
The motivation for time series with geometric marginal distributions arises from noting that the Poisson distribution is not always suitable for the modeling and analysis of integer-valued time series. The NGINAR(1) process that has been introduced by Ristić et al. (2009) represents a class of such time series. Joint higher-order (factorial) moments and cumulants with some other related statistical measures of the NGINAR(1) process are constructed. Also, the spectral and bispectral density functions of this process are investigated, including their nonparametric estimators, using the multitapering method. A real data example of the nonparametric multitaper spectral estimates is investigated, with a discussion of the results obtained.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 7, Issue 1, January 2010, Pages 1–21
Journal: Statistical Methodology - Volume 7, Issue 1, January 2010, Pages 1–21
نویسندگان
Hassan S. Bakouch,