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Integer-valued bilinear time series model with signed generalized power series thinning operator
Journal of Statistical Computation and Simulation ( IF 1.1 ) Pub Date : 2020-09-08 , DOI: 10.1080/00949655.2020.1811982
S. Ramezani 1 , M. Mohammadpour 1
Affiliation  

ABSTRACT We propose an integer-valued bilinear model with signed generalized power series thinning operator which provides more flexibility in modelling negative integer-valued time series together with negative correlation. Strict stationarity and some properties of the process are determined, unknown parameters are estimated by several methods and the behaviour of the estimators is described through the numerical results. Finally, the analysis of three real data sets has been presented for illustrative purposes.

中文翻译:

带符号广义幂级数细化算子的整数值双线性时间序列模型

摘要 我们提出了一种带符号广义幂级数细化算子的整数值双线性模型,它为负整数值时间序列与负相关建模提供了更大的灵活性。确定了过程的严格平稳性和某些性质,通过多种方法估计了未知参数,并通过数值结果描述了估计器的行为。最后,为了说明的目的,提出了对三个真实数据集的分析。
更新日期:2020-09-08
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