Abstract
The paper 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, like spectral density function, multi-step ahead conditional measures, stationarity, ergodicity and irreducibility. We consider several methods for estimating the unknown parameters of the model and investigate properties of the estimators. The performances of these estimators are compared via simulation. The model is motivated by some applications to two real count time series data.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
