Abstract
This paper proposes a first-order geometric autoregressive model based on a new thinning operator. The parameters of the model are estimated by the method of Two-Stage Conditional Least Squares and Saddlepoint Approximation. Simulation studies demonstrate that the saddlepoint approximation estimator performs well, even in the case of small sample sizes. To illustrate the significance of the model, a real data analysis of the number of downloads of a TeX editor is presented.
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