Doprinos analizi vremenskih nizova sa celobrojnim vrednostima
Doktorand
Đorđević, Miodrag S.Mentor
Ristić, Miroslav M.Članovi komisije
Popović, BiljanaStanković, Miomir
Nastić, Aleksandar
Metapodaci
Prikaz svih podataka o disertacijiSažetak
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