Higher-order moments, cumulants and spectral densities of the NGINAR(1) process

DOI10.1016/J.STAMET.2009.08.004zbMath1232.62117OpenAlexW2030510066MaRDI QIDQ537409

Hassan S. Bakouch

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.08.004

zbMATH Keywords

nonparametric estimationbispectral densitymultitapering

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (6)

A skew INAR(1) process on \(\mathbb {Z}\) ⋮ Estimation for random coefficient integer-valued autoregressive model under random environment ⋮ Binomial AR(1) processes: moments, cumulants, and estimation ⋮ INARCH(1) processes: Higher-order moments and jumps ⋮ A new skew integer valued time series process ⋮ A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model

Cites Work

• Unnamed Item
• An introduction to bispectral analysis and bilinear time series models
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1))
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First order autoregressive time series with negative binomial and geometric marginals
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model

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