Cargando…

A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations

Motivated by the extended Poisson INAR(1), which allows innovations to be serially dependent, we develop a new family of binomial-mixed Poisson INAR(1) (BMP INAR(1)) processes by adding a mixed Poisson component to the innovations of the classical Poisson INAR(1) process. Due to the flexibility of t...

Descripción completa

Detalles Bibliográficos
Autores principales: Chen, Zezhun, Dassios, Angelos, Tzougas, George
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9870000/
https://www.ncbi.nlm.nih.gov/pubmed/36698548
http://dx.doi.org/10.1080/02664763.2021.1993798