Title (srp)

Geometrijski minifikacioni vremenski nizovi generisani modifikovanim negativnim binomnim operatorom

Author

Stojanović, Milena, 1993-

Contributor

Ristić, Miroslav, 1972-
Obradović, Maja S., 1980-
Đorđević, Miodrag, 1974-
Popović, Predrag, 1982-

Description (srp)

This thesis introduces new minification INAR(1) models. One-dimensional and two-dimensional models are introduced. The models are based upon the modified negative binomial operator. The most important statistical properties of the models are determined. Model parameter estimation is performed using various methods. All the methods are tested on a simulated dataset. An application to a real dataset is presented. Special attention is devoted to the analytical determination of parameter estimates for the one-dimensional minification INAR(1) model, via the application of the maximum likelihood method. An EM algorithm is constructed. The quality of estimates and the speed of the algorithm are tested on a simulated dataset.

Description (srp)

Biografija: listovi 110-111Bibliografija: list [112] Datum odbrane: 23.09.2024. Time series analysis

Object languages

Serbian

Date

2024

Rights

This work is licensed under a
CC BY-NC-ND 3.0 AT - Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Austria License.

http://creativecommons.org/licenses/by-nc-nd/3.0/at/legalcode