The First Order Integer-Valued Autoregressive Models with The Two-Parameter Generalized Poisson-Lindley Distribution Based on The Negative Binomial Thinning Operator

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Suchiraporn Bunyaris
Jiraphan Suntornchost

Abstract

In this study, we introduce the first order integer-valued autoregressive models for count data with the two-parameter generalized Poisson-Lindley distribution based on negative binomial thinning operator. Some important probabilistic and statistical properties such as generating function, expectation and variance are derived. Finally, parameter estimations are discussed.

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How to Cite
Bunyaris, S., & Suntornchost, J. (2021). The First Order Integer-Valued Autoregressive Models with The Two-Parameter Generalized Poisson-Lindley Distribution Based on The Negative Binomial Thinning Operator. วารสารคณิตศาสตร์, 66(704), 63 - 77. etrieved from https://ph02.tci-thaijo.org/index.php/MJMATh/article/view/241610
Section
Research Article

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