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Time series with non-negative integer values based on dependent counting series

dc.contributor.advisorRistić, Miroslav M.
dc.contributor.otherPopović, Biljana Č.
dc.contributor.otherStanković, Miomir S.
dc.contributor.otherNastić, Aleksandar S.
dc.creatorMiletić Ilić, Ana V.
dc.date.accessioned2016-01-05T13:23:42Z
dc.date.available2016-01-05T13:23:42Z
dc.date.available2020-07-03T16:11:58Z
dc.date.issued2014-12-24
dc.identifier.urihttp://eteze.ni.ac.rs/application/showtheses?thesesId=2003
dc.identifier.urihttp://nardus.mpn.gov.rs/handle/123456789/3970
dc.identifier.urihttps://fedorani.ni.ac.rs/fedora/get/o:969/bdef:Content/download
dc.identifier.urihttp://vbs.rs/scripts/cobiss?command=DISPLAY&base=70052&RID=533682326
dc.description.abstractNew 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.en
dc.formatapplication/pdf
dc.languagesr
dc.publisherУниверзитет у Нишу, Природно-математички факултетsr
dc.rightsopenAccessen
dc.sourceУниверзитет у Нишуsr
dc.subjectINAR modelisr
dc.subjectINAR modelsen
dc.subjectbinomni tiningsr
dc.subjectgeneralizovanji binomni tiningsr
dc.subjectzavisni Bernulijev brojački nizsr
dc.subjectgeometrijska marginalna raspodelasr
dc.subjectbinomial thinningen
dc.subjectgeneralized binomial thinningen
dc.subjectdependent Bernoulli counting seriesen
dc.subjectgeometric marginal distributionen
dc.titleVremenski nizovi sa negativnim celobrojnom vrednostima generisani zavisnim brojačkim nizovimasr
dc.titleTime series with non-negative integer values based on dependent counting seriesen
dc.typedoctoralThesis
dc.rights.licenseBY-NC-ND
dcterms.abstractРистић, Мирослав М.; Настић, Aлександар С.; Станковић, Миомир С.; Поповић, Биљана Ч.; Милетић Илић, Aна В.; Временски низови са негативним целобројном вредностима генерисани зависним бројачким низовима; Временски низови са негативним целобројном вредностима генерисани зависним бројачким низовима;
dc.identifier.fulltexthttp://nardus.mpn.gov.rs/bitstream/id/54217/Disertacija.pdf
dc.identifier.fulltexthttp://nardus.mpn.gov.rs/bitstream/id/54218/Miletic_Ilic_Ana_V.pdf


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