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

Main Article Content

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.

Article Details

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. Mathematical Journal by The Mathematical Association of Thailand Under The Patronage of His Majesty The King, 66(704), 63–77. Retrieved from https://ph02.tci-thaijo.org/index.php/MJMATh/article/view/241610
Section
Research Article

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