Volume 11, Number 2 (November 2012)                   JIRSS 2012, 11(2): 173-190 | Back to browse issues page


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Aghababaei Jazi M, Jones G, Lai C. Integer Valued AR(1) with Geometric Innovations. JIRSS. 2012; 11 (2) :173-190
URL: http://jirss.irstat.ir/article-1-191-en.html

Abstract:   (4312 Views)
The classical integer valued first-order autoregressive (INA- R(1)) model has been defined on the basis of Poisson innovations. This model has Poisson marginal distribution and is suitable for modeling equidispersed count data. In this paper, we introduce an modification of the INAR(1) model with geometric innovations (INARG(1)) for model- ing overdispersed count data. We discuss some structural mathematical properties of the process comparing with classical INAR(1). Also, the superiority of the model in contrast with the INAR(1) is shown by some real time series.
Full-Text [PDF 127 kb]   (2214 Downloads)    
Subject: 60: Probability theory and stochastic processes
Received: 2012/10/11 | Accepted: 2015/09/12

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