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A new generalized binomial thinning-based INAR(1) process with Poisson–Lindley innovations

Year: 2025

Type: article

Abstract: This paper considers a new parameterization of the generalized binomial thinning operator that is to be incorporated in a simple ordered integer-valued autoregressive process (INAR(1)) with the Poisson–Lindley innovations. The statistical properties of the resulting INAR(1) process are explored along with the estimation procedures. Monte Carlo simulation experiments are executed to assess the consistency of the estimates under the new INAR(1) process. Finally, the importance of the proposed INAR(1) model is confirmed through the analysis of a real data set.

Source: Statistical Theory and Related Fields

DOI: 10.1080/24754269.2025.2557723

Authors: Emad-Eldin Aly Ahmed Aly, Naushad Mamode Khan, Muhammed Rasheed Irshad, Veena D'cruz, Radhakumari Maya

Institutions: Kuwait University, University of Mauritius, Cochin University of Science and Technology

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4414516113

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Cites: 32

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