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National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
INAR time series models
 Camfrlová, Monika ; Dvořák, Jiří (advisor) ; Hudecová, Šárka (referee)
This work focuses on INAR(1) time series models. The structure of the models is described and the expected value, the variance and the autocovariance function are derived. The next discussed issue is the characterisation of weak stationarity of the INAR(1) models. Three methods of estimation of parame- ters, under the assumption that the random variables describing number of the elements which entered the system in the interval (t−1, t] have Poisson distribu- tion, are described. These methods are compared based on estimations of relative mean square error and of relative bias which were computed from simulations of the process in Mathematica. 1
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