First order non-negative integer valued autoregressive processes with power series innovations (Q481426): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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+Zero truncated Poisson integer-valued AR\((1)\) model
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Analysis of low count time series data by poisson autoregression
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+Asymptotic properties of CLS estimators in the Poisson AR(1) model
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+Unit root testing in integer-valued AR(1) models
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+Q5674160
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+Q2869629
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+First‐order integer valued AR processes with zero inflated poisson innovations
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+Univariate Discrete Distributions
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+Testing for serial dependence in time series models of counts
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+Estimation in conditional first order autoregression with discrete support
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+On conditional least squares estimation for stochastic processes
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+A combined geometric \(INAR(p)\) model based on negative binomial thinning
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+A Class of Random Variables with Discrete Distributions
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+Statistical inference for discrete time stochastic processes
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+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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+Estimating the Parameters of a Convolution by Maximum Likelihood
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+Discrete analogues of self-decomposability and stability
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+A New Class of Autoregressive Models for Time Series of Binomial Counts
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+Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
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+Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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+Zero-inflated Poisson and negative binomial integer-valued GARCH models
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