A NEW ONE-PARAMETER DISCRETE DISTRIBUTION WITH ASSOCIATED REGRESSION AND INTEGER-VALUED AUTOREGRESSIVE MODELS

Abstract

This study introduces the Poisson-Bilal distribution and its associated two models for modeling the over-dispersed count data sets. The Poisson-Bilal distribution has tractable properties and explicit forms for its statistical properties. A new over-dispersed count regression model and integer-valued autoregressive process with flexible innovation distribution are defined and studied comprehensively. Two real data sets are analyzed to prove empirically the importance of proposed models. Empirical findings show that the Poisson-Bilal distribution has important application fields in time series and regression modeling. (C) 2020 Mathematical Institute Slovak Academy of Sciences