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Non-Stationary Counts With Mixture Distributions, Ziqiang Lin
Non-Stationary Counts With Mixture Distributions, Ziqiang Lin
Legacy Theses & Dissertations (2009 - 2024)
We study a new non--stationary mixture Pengram and thinning model for time series of counts that include the effect of covariate variables on the outcome variable. Properties of the model and performance are discussed. It has a simpler likelihood function than the non--stationary INAR(1) model and therefore MLE estimators for the model's parameters are easier to find. Therefore the model offers an alternative to non--stationary INAR(1).