Some geometric mixed integer-valued autoregressive (INAR) models

DOI10.1016/J.SPL.2012.01.007zbMath1242.62103OpenAlexW2025638390MaRDI QIDQ434724

Miroslav M. Ristić, Aleksandar S. Nastić

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.007

zbMATH Keywords

binomial thinningnegative binomial thinninggeometric marginal distributionINAR(1) modelsINAR(2) models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (20)

Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros ⋮ A geometric time series model with inflated-parameter Bernoulli counting series ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ A mixed generalized Poisson INAR model with applications ⋮ A non-linear random environment \(\mathrm{INAR}(1)\) model ⋮ A mixed INAR(p) model ⋮ A new skew integer valued time series process ⋮ Generalized random environment INAR models of higher order ⋮ Empirical likelihood for first-order mixed integer-valued autoregressive model ⋮ Random environment integer-valued autoregressive process ⋮ An INAR(1) model based on a mixed dependent and independent counting series ⋮ Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation ⋮ CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS ⋮ Statistical inference for the new INAR(2) models with random coefficient ⋮ A new mixed first-order integer-valued autoregressive process with Poisson innovations ⋮ A geometric time series model with a new dependent Bernoulli counting series ⋮ Mixed Poisson INAR(1) processes ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ A geometric time series model with dependent Bernoulli counting series ⋮ First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

Cites Work

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• Thinning operations for modeling time series of counts -- a survey
• First-order random coefficient integer-valued autoregressive processes
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Explicit stationary distributions for some galton-watson processes with immigration
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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