Doprinos analizi vremenskih nizova sa celobrojnim vrednostima
Докторанд
Đorđević, Miodrag S.Ментор
Ristić, Miroslav M.Чланови комисије
Popović, BiljanaStanković, Miomir
Nastić, Aleksandar
Метаподаци
Приказ свих података о дисертацијиСажетак
New thinning operators are defined as differences
of two negative binomial thinning operators. On the
basis of such defined operators, time series with
discrete Laplace marginals are defined. Some
important features of all introduced models are
determined. Estimators of unknown parameters are
derived and their asimptotic behaviour are
discussed. All models are checked on simulated
data and compared with some of existing models.
An application in real-life situations are presented.
Also, a method for identification of latent
components of the models are given