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Articles

Integer-valued bilinear time series model with signed generalized power series thinning operator

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Pages 242-259 | Received 14 Jul 2020, Accepted 15 Aug 2020, Published online: 08 Sep 2020
 

ABSTRACT

We propose an integer-valued bilinear model with signed generalized power series thinning operator which provides more flexibility in modelling negative integer-valued time series together with negative correlation. Strict stationarity and some properties of the process are determined, unknown parameters are estimated by several methods and the behaviour of the estimators is described through the numerical results. Finally, the analysis of three real data sets has been presented for illustrative purposes.

Disclosure statement

No potential conflict of interest was reported by the authors.

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