Work

First-order integer-valued auto-regressive process with discrete Lindley distribution marginal

Year: 2025

Type: article

Abstract: In this paper, we propose a stationary first-order integer-valued auto-regressive (INAR(1)) process with the DLD marginal distribution (DLD-INAR(1)) for dealing with overdispersed data. Several statistical properties of the model are established, such as conditional measures, autocorrelation, and non-reversibility over time. We consider the conditional maximum likelihood method to estimate the model's unknown parameters and study the properties of the estimators. The model is applied to a real-world time series dataset to evaluate its competitiveness against other INAR(1) models.

Source: Gulf Journal of Mathematics

DOI: 10.56947/gjom.v19i2.2661

Authors: Tégawendé Martin Kabore, O. Jean-Etienne Ouedraogo, Marcel Ilboudo

Institution: University of Koudougou

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4409608530

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Cites: 13

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Related to: 10