شماره ركورد كنفرانس :
4109
عنوان مقاله :
Backward prediction for INAR processes
پديدآورندگان :
Shirozhan M Department of Statistics, University of Mazandaran, Babolsar, Iran , Mohammadpour M Department of Statistics, University of Mazandaran, Babolsar, Iran
كليدواژه :
Backward prediction , Bayesian prediction , Integer valued time series , Thinning operator.
عنوان كنفرانس :
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
چكيده فارسي :
The present work focuses on the estimation of the past missing data for counting time series. The procedure of reconstruction or in the other word, the backward prediction is performed by the forward representation of the process. The Bayesian methodology is also applied to obtain the point backward prediction as well as the classical.