Abstract
In this paper, we introduce a new generalized negative binomial thinning operator with dependent counting series. Some properties of the thinning operator are derived. A new stationary integer-valued autoregressive model based on the thinning operator is constructed. In addition various properties of the process are determined, unknown parameters are estimated by several methods and the behavior of the estimators is described through the numerical results. Also, the model is applied on a real data set and compared to some relevant INAR(1) models.
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