Title
Vremenski nizovi sa negativnim celobrojnom vrednostima generisani zavisnim brojačkim nizovima : doktorska disertacija
Creator
Miletić Ilić, Ana V. 1977-
Copyright date
2014
Object Links
Select license
Autorstvo-Nekomercijalno-Bez prerade 3.0 Srbija (CC BY-NC-ND 3.0)
License description
Dozvoljavate samo preuzimanje i distribuciju dela, ako/dok se pravilno naznačava ime autora, bez ikakvih promena dela i bez prava komercijalnog korišćenja dela. Ova licenca je najstroža CC licenca. Osnovni opis Licence: http://creativecommons.org/licenses/by-nc-nd/3.0/rs/deed.sr_LATN. Sadržaj ugovora u celini: http://creativecommons.org/licenses/by-nc-nd/3.0/rs/legalcode.sr-Latn
Language
Serbian
Cobiss-ID
Theses Type
PhD thesis
Other responsibilities
mentor
Ristić, Miroslav M. 1972-
član komisije
Popović, Biljana Č. 1954-
član komisije
Stanković, Miomir S. 1949-
član komisije
Nastić, Aleksandar S.
Academic Expertise
Prirodno-matematičke nauke
Academic Title
-
University
Univerzitet u Nišu
Faculty
Prirodno-matematički fakultet
Group
Odsek za matematiku i informatiku
Title translated
Time series with non-negative integer values based on dependent counting series
Publisher
Niš : [А. V. Miletić Ilić]
Format
PDF/A (177 listova)
description
Umnoženo za odbranu.
Univerzitet u Nišu, Prirodno-matematički fakultet, 2014.
Bibliografija: listovi 160-166.
Biobibliografija: list [167]
Rezime ; Abstract.
description
Statistics for stochastic processes
Abstract (en)
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.
Authors Key words
INAR modeli, binomni tining, generalizovanji binomni tining, zavisni Bernulijev brojački niz, geometrijska marginalna raspodela
Authors Key words
INAR models, binomial thinning, generalized binomial thinning,
dependent Bernoulli counting series, geometric marginal
distribution
Classification
519.2
Type
Elektronska teza
Abstract (en)
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.
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