Document Type : Original Paper

Authors

1 Statistics, Faculty of Mathematics Sciences and Computer, Shahid Chamran University of Ahavaz

2 Department of Statistics, Faculty of Mathematics Sciences and Computer, Shahid Chamran University of Ahvaz

3 Statistics Department, Mathematics and Computer Science Faculty, Shahid Chamran University

Abstract

Real count data time series often show the phenomenon of the overdispersion. In this paper, we introduce the first-order integer-valued autoregressive process. The univariate marginal distribution is derived from the Delaporte distribution and the innovations are convolution of Poisson with α-fold zero modify geometric distribution, based on binomial thinning operator, for modeling integer-valued time series with overdispersion. Some properties of the model are derived. The methods of Yule–Walker, conditional least squares and conditional maximum likelihood are used for estimating of the parameters, and their asymptotic properties are established. The Monte Carlo experiment is conducted to evaluate the performances of these estimators in finite samples. The model is fitted to time series of the weekly number of syphilis cases that are overdispersed count data.

Keywords