A seasonal Integer-Valued AR(1) model with delaporte marginal distribution
Real-count data time series often show the phenomenon of over-dispersion. In this paper, we introduce the first-order integer-valued autoregressive process with seasonal structure. The univariate marginal distribution is derived from the Delaporte distribution and the innovations are convolution of...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Shahid Chamran University of Ahvaz
2024-08-01
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| Series: | مدلسازی پیشرفته ریاضی |
| Subjects: | |
| Online Access: | https://jamm.scu.ac.ir/article_19403_7304dca933e6f141b5d9e3d4e538bcd1.pdf |
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