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Title: A study on discrete distributions and integer valued autoregressive INAR processes
Researcher: Mariyamma, K D
Guide(s): Jose, K K
Keywords: Autoregressive processes
Discrete distributions
Integer valued autoregressive (INAR) processes
Upload Date: 23-Jun-2014
University: Mahatma Gandhi University
Completed Date: 27/03/2013
Abstract: The main objectives of the present research work are concerned with the study on some discrete distributions and integer-valued autoregressive processes. It also concentrates on studying various generalizations of discrete distributions like discrete Mittag-Leffler, discrete stable-Linnik, geometric discrete semi stable-Linnik, Lu¨ ders Formel I, Delaporte, discrete Poisson-Laplace, Katz Family of distributions, etc. Characteristic properties of the new models are investigated, the advantages of these models over the base models are established and finally various applications of the newly developed models are explored. The thesis consists of 7 Chapters. Chapter 1 serves as an introduction, which gives a survey of literature relating to the subject matter of the present study, the basic concepts and notations used in the thesis and finally a summary of the work executed as part of the study. Generalization of discrete Mittag-Leffler distribution is introduced and studied in Chapter 2. Chapter 3 deals with the integer valued autoregressive processes with a convolution of discrete stable and discrete Linnik distributions and their generalization as marginals. Chapter 4 introduces a new stationary integer valued time series model with a special form of the negative binomial marginal distribution, which has received much attention during recent years. We obtain some properties of the distribution and estimate the moments of the innovation processes. Chapter 5 concentrates on the Delaporte distribution. Chapter 6 reviews various entropy measures in information theory. The importance of discrete Laplace distribution and the key concept of information theory namely, Shan- non entropy and other generalizations are discussed. Chapter 7 proposes a new class of stationary first order integer-valued autoregressive processes with Katz family of marginal distributions using the binomial thinning operator newline
Pagination: xiv,147p
Appears in Departments:St. Thomas College

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01_title.pdfAttached File27.01 kBAdobe PDFView/Open
02_declaration.pdf49.11 kBAdobe PDFView/Open
03_certificate.pdf55.56 kBAdobe PDFView/Open
04_abstract.pdf37.4 kBAdobe PDFView/Open
05_preface.pdf58.42 kBAdobe PDFView/Open
06_dedication.pdf25.06 kBAdobe PDFView/Open
07_contents.pdf142.16 kBAdobe PDFView/Open
08_list_of_figures.pdf85.26 kBAdobe PDFView/Open
09_chapter1.pdf273.79 kBAdobe PDFView/Open
10_chapter2.pdf303.61 kBAdobe PDFView/Open
11_chapter3.pdf290.8 kBAdobe PDFView/Open
12_chapter4.pdf288.36 kBAdobe PDFView/Open
13_chapter5.pdf839.72 kBAdobe PDFView/Open
14_chapter6.pdf400.69 kBAdobe PDFView/Open
15_chapter7.pdf326.46 kBAdobe PDFView/Open
16_list_of_publications.pdf2.13 MBAdobe PDFView/Open
17_index.pdf69.7 kBAdobe PDFView/Open

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