A geometric time series model with a new dependent Bernoulli counting series

Ana V. Miletić Ilić

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 21, 6400-6415

Abstract: New generalized binomial thinning operator with dependent counting series is introduced. An integer valued time series model with geometric marginals based on this thinning operator is constructed. Main features of the process are analyzed and determined. Estimation of the parameters are presented and some asymptotic properties of the obtained estimators are discussed. Behavior of the estimators is described through the numerical results. Also, model is applied on the real data set and compared to some relevant INAR(1) models.

Date: 2016
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DOI: 10.1080/03610926.2014.895840

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