Doprinos analizi vremenskih nizova sa celobrojnim vrednostima

Abstract

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