Miroslav M. Ristic

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Keywords: INAR(1) model Negative binomial thinning Bivariate integer-valued time series model a b s t r a c t In this paper we introduce a simple bivariate integer-valued time series model with positively correlated geometric marginals based on the negative binomial thinning mechanism. Some properties of the model are considered. The unknown parameters of(More)
In this paper, we introduce a new (combined) integer-valued autoregressive model of order p with geometric marginal distributions, denoted by CGINAR(p), using the negative binomial thinning introduced by Ristić et al. [19]. Several properties of the model are constructed and discussed, including one-step ahead conditional statistical measures. Some methods(More)
Many if not most lifetime distributions are motivated only by mathematical interest. Here, a new three parameter distribution motivated mainly by lifetime issues is introduced. Some properties of the new distribution including estimation procedures are derived. Two real data applications are described to show superior performance versus at least seven of(More)
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