A geometric time series model with dependent Bernoulli counting series

DOI10.1111/jtsa.12023zbMath1275.62068OpenAlexW1483216440MaRDI QIDQ2864625

Ana V. Miletić Ilić, Aleksandar S. Nastić, Miroslav M. Ristić

Publication date: 26 November 2013

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12023

zbMATH Keywords

geometric marginal distributionINAR modeldependent counting seriesgeneralized binomial thinning

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Point estimation (62F10)

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