POISSON-LINDLEY FIRST-ORDER AUTOREGRESSIVE MODEL

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MOHAMMADPOUR M.; Shirozhan M.

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Seminar Paper

Paper Information

Seminar: IRANIAN STATISTICAL CONFERENCE
Year:2014 | Issue:12

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Title

POISSON-LINDLEY FIRST-ORDER AUTOREGRESSIVE MODEL

Author(s)

MOHAMMADPOUR M. | Shirozhan M. | Issue Writer Certificate

Keywords

STOCHASTIC PROCESS

INTEGER-VALUED AUTOREGRESSIVE MODEL

STATIONARY

Abstract

THE PRESENT WORK FOCUSES ON A NEW STATIONARY INTEGER-VALUED AUTOREGRESSIVE MODEL OF FIRST ORDER WITH POISSON-LINDLEY MARGINAL DISTRIBUTION.SEVERAL STATISTICAL PROPERTIES OF THE MODEL ARE ESTABLISHED. WE CONSIDER SEVERAL METHODS FOR ESTIMATING THE UNKNOWN PARAMETERS AND INVESTIGATE PROPERTIES OF THE ESTIMATORS. THE PERFORMANCES OF THESE ESTIMATORS ARE COMPARED VIA SIMULATION.

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APA: Copy

MOHAMMADPOUR, M., & Shirozhan, M.. (2014). POISSON-LINDLEY FIRST-ORDER AUTOREGRESSIVE MODEL. IRANIAN STATISTICAL CONFERENCE. SID. https://sid.ir/paper/920264/en

Vancouver: Copy

MOHAMMADPOUR M., Shirozhan M.. POISSON-LINDLEY FIRST-ORDER AUTOREGRESSIVE MODEL. 2014. Available from: https://sid.ir/paper/920264/en

IEEE: Copy

M. MOHAMMADPOUR, and M. Shirozhan, “POISSON-LINDLEY FIRST-ORDER AUTOREGRESSIVE MODEL,” presented at the IRANIAN STATISTICAL CONFERENCE. 2014, [Online]. Available: https://sid.ir/paper/920264/en

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