1. Universidade Federal do Rio Grande do Norte
2. Centro de Ciências Exatas e da Terra
3. DEST - Departamento de Estatística
4. CCET - DEST - Artigos publicados em periódicos

Title:	Poisson–geometric INAR(1) process for modeling count time series with overdispersion
Authors:	Bourguignon, Marcelo
Keywords:	Poisson distribution;Geometric distribution;Integer-valued time series;Estimation;Asymptotic normality
Issue Date:	2016
Publisher:	Statistica Neerlandica
Citation:	BOURGUIGNON, Marcelo. Poisson-geometric INAR(1) process for modeling count time series with overdispersion. Statistica Neerlandica, v. 70, p. 176-192, 2016. Disponível em:<http://onlinelibrary.wiley.com/doi/10.1111/stan.12082/abstract>. Acesso em: 07 dez. 2017
Portuguese Abstract:	In this paper, we propose a new first-order non-negative integervalued autoregressive [INAR(1)] process with Poisson–geometric marginals based on binomial thinning for modeling integer-valued time series with overdispersion. Also, the new process has, as a particular case, the Poisson INAR(1) and geometric INAR(1) processes. The main properties of the model are derived, such as probability generating function, moments, conditional distribution, higher-order moments, and jumps. Estimators for the parameters of process are proposed, and their asymptotic properties are established. Some numerical results of the estimators are presented with a discussion of the obtained results. Applications to two real data sets are given to show the potentiality of the new process.
URI:	https://repositorio.ufrn.br/handle/123456789/49654
ISSN:	0039-0402
Appears in Collections:	CCET - DEST - Artigos publicados em periódicos

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