A geometric time series model with dependent Bernoulli counting series

DOI10.1111/jtsa.12023zbMath1275.62068MaRDI 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 distribution; INAR model; dependent counting series; generalized binomial thinning

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P25: Applications of statistics to social sciences

62F10: Point estimation

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