Year: 2025
Type: article
Abstract: In this paper, we develop a combined order p integer-valued autoregressive process whose marginal distribution follows the discrete Lindley distribution (DLD) [1]. Referred to as the CDLD-INAR(p) process, this model is particularly suited for modeling count time series exhibiting overdispersion. Formulation of this model is based on the binomial thinning operator introduced by Steutel [8]. Several conditional theoretical properties of the process are established, and its parameters are estimated using the conditional maximum likelihood method. The asymptotic properties of the resulting estimators are also investigated. Finally, the practical relevance of the proposed model is demonstrated through an application to real data.
Source: Baku Mathematical Journal
Institution: University of Koudougou
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W4414535196
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