Integer-valued Bilinear Model with Dependent Counting Series

Sakineh Ramezani and Mehrnaz Mohammadpour ()
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Sakineh Ramezani: University of Mazandaran
Mehrnaz Mohammadpour: University of Mazandaran

Methodology and Computing in Applied Probability, 2022, vol. 24, issue 1, 321-343

Abstract: Abstract The present work proposes a new stationary integer-valued bilinear time series model with dependent counting series. The model will enable one to tackle the presence of some correlation between underlying events. The various probabilistic and statistical properties of the model are discussed, unknown parameters are estimated by several methods. Moreover, the performance of the estimation methods is illustrated through a simulation study and an empirical application to two data sets.

Keywords: Alternative dependent thinning operator; Integer-valued bilinear model; Maximum empirical likelihood; Overdispersion (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11009-021-09853-x

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