Naslov (srp)

Vremenski nizovi sa negativnim celobrojnom vrednostima generisani zavisnim brojačkim nizovima : doktorska disertacija

Autor

Miletić Ilić, Ana V. 1977-

Doprinosi

Ristić, Miroslav M. 1972-
Popović, Biljana Č. 1954-
Stanković, Miomir S. 1949-
Nastić, Aleksandar S.

Opis (eng)

New generalized thinning operators based on Bernoulli sequences of dependent random variables are presented In this thesis. Using these operators autoregressive models of the first order with non-negative integer values and geometric marginal distribution are constructed. Also, a mixed model based on both dependent and independent Bernoulli counting series is constructed by combined application of the binomial and the generalized binomial thinning operator. Some basic features of all introduced models are determined, unknown model parameters are estimated and asymptotic properties of obtained estimates are considered. Possible application to real data is also presented, where the new models are compared with each other and with the existing relevant INAR models.

Opis (srp)

Umnoženo za odbranu. Univerzitet u Nišu, Prirodno-matematički fakultet, 2014. Bibliografija: listovi 160-166. Biobibliografija: list [167]Rezime ; Abstract.

Jezik

srpski

Datum

2014

Licenca

Ovo delo je licencirano pod uslovima licence
Creative Commons CC BY-NC-ND 2.0 AT - Creative Commons Autorstvo - Nekomercijalno - Bez prerada 2.0 Austria License.

http://creativecommons.org/licenses/by-nc-nd/2.0/at/legalcode