Predrag M. Popović

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The paper introduces a new autoregressive model of order one for time series
of counts. The model is comprised of a linear as well as bilinear autoregressive component. These two components are governed by random coefficients. The autoregression is achieved by using the negative binomial thinning operator. The method of moments and the conditional maximum likelihood method are discussed for the parameter estimation. The practicality of the model is presented on a real data set.


Time series of counts, Negative binomial thinning operator, Linear model, {Nonlinear} model.

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DOI: https://doi.org/10.22190/FUMI200420012P


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ISSN 0352-9665 (Print)
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