The family of the bivariate integer-valued autoregressive process (BINAR (1)) with Poisson–Lindley (PL) innovations
In the literature of discrete-valued time series modelling, various bivariate integer-valued
autoregressive time series models of order 1 (BINAR (1)) have been proposed particularly …
autoregressive time series models of order 1 (BINAR (1)) have been proposed particularly …
A non-linear integer-valued autoregressive model with zero-inflated data series
PM Popović, HS Bakouch, MM Ristić - Journal of Applied Statistics, 2024 - Taylor & Francis
A new non-linear stationary process for time series of counts is introduced. The process is
composed of the survival and innovation component. The survival component is based on …
composed of the survival and innovation component. The survival component is based on …
A special integer-valued bilinear time series model with applications
S Ramezani, M Mohammadpour - Hacettepe Journal of Mathematics …, 2022 - dergipark.org.tr
The present work proposes a special integer-valued bilinear time series model based on the
thinning operators. Basic probabilistic and statistical properties of this class of models are …
thinning operators. Basic probabilistic and statistical properties of this class of models are …
Integer-valued Bilinear Model with Dependent Counting Series
S Ramezani, M Mohammadpour - Methodology and Computing in Applied …, 2022 - Springer
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 …
dependent counting series. The model will enable one to tackle the presence of some …
Integer-valued bilinear time series model with signed generalized power series thinning operator
S Ramezani, M Mohammadpour - Journal of Statistical …, 2021 - Taylor & Francis
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 …
operator which provides more flexibility in modelling negative integer-valued time series …