Title
Nenegativni celobrojni autoregresivni procesi u slučajnoj sredini generisani geometrijskim brojačkim nizovima
Creator
Laketa, Petra N. 1991-
Copyright date
2020
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
Doktorska disertacija
description
Datum odbrane: 17.10.2020.
Other responsibilities
mentor
Nastić, Aleksandar 1978-
predsednik komisije
Đorđević, Miodrag
član komisije
Ristić, Miroslav
član komisije
Popović, Predrag
Academic Expertise
Prirodno-matematičke nauke
Academic Title
-
University
Univerzitet u Nišu
Faculty
Prirodno-matematički fakultet
Group
Odsek za matematiku i informatiku
Alternative title
Random environment nonnegative integer-valued autoregressive processes generated by geometric counting series
: doctoral dissertation
Publisher
[P. N. Laketa]
Format
[8], 115 str.
description
Biobibliografija: str. 113-115;
Bibliografija: str. 109-112.
description
Mathematical statistics, statistics of random processes
Abstract (en)
Here are analyzed integer autoregressive (INAR) processes in the random environment generated by geometric counting series. Firstly, the first order random environment INAR model is introduced. Later, random environment INAR models of higher order, as well as their general form, are defined. Finally, the bivariate model based on the bivariate random process is defined. The properties of all introduced models are analyzed. Estimation of unknown parameters is given and validate on the simulated data. Model quality is confirmed by application on the real-life data, comparing results with the competitive models.
Authors Key words
INAR, NGINAR, slučajna sredina, negativni binomni tining operator, geometrijska marginalna raspodela, lanac Markova
Authors Key words
INAR, NGINAR, random environment, negative binomial thinning operator, geometric marginal distribution, Markov chain
Classification
519.246/.8(043.3)
Subject
P160
Type
Tekst
Abstract (en)
Here are analyzed integer autoregressive (INAR) processes in the random environment generated by geometric counting series. Firstly, the first order random environment INAR model is introduced. Later, random environment INAR models of higher order, as well as their general form, are defined. Finally, the bivariate model based on the bivariate random process is defined. The properties of all introduced models are analyzed. Estimation of unknown parameters is given and validate on the simulated data. Model quality is confirmed by application on the real-life data, comparing results with the competitive models.
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