Vremenski nizovi sa negativnim celobrojnom vrednostima generisani zavisnim brojačkim nizovima
Time series with non-negative integer values based on dependent counting series
Докторанд
Miletić Ilić, Ana V.Ментор
Ristić, Miroslav M.Чланови комисије
Popović, Biljana Č.Stanković, Miomir S.
Nastić, Aleksandar S.
Метаподаци
Приказ свих података о дисертацијиСажетак
New generalized thinning operators based on Bernoulli
sequences of dependent random variables are presented In
this thesis. Using these operators autoregressive models of
the first order with non-negative integer values and
geometric marginal distribution are constructed. Also, a
mixed model based on both dependent and independent
Bernoulli counting series is constructed by combined
application of the binomial and the generalized binomial
thinning operator. Some basic features of all introduced
models are determined, unknown model parameters are
estimated and asymptotic properties of obtained estimates
are considered. Possible application to real data is also
presented, where the new models are compared with each
other and with the existing relevant INAR models.