Inference for INAR\((p)\) processes with signed generalized power series thinning operator

DOI10.1016/J.JSPI.2009.08.012zbMath1177.62110OpenAlexW1994896509MaRDI QIDQ1044059

Fukang Zhu, De-Hui Wang, Hai-xiang Zhang

Publication date: 10 December 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.08.012

zbMATH Keywords

conditional least squaresgeneralized power series distributioninteger-valuedsigned thinning

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Matrix exponential and similar functions of matrices (15A16)

Related Items (46)

Integer-valued bilinear time series model with signed generalized power series thinning operator ⋮ A skew INAR(1) process on \(\mathbb {Z}\) ⋮ On some periodic INARMA(p,q) models ⋮ Bivariate zero truncated Poisson INAR(1) process ⋮ An INAR model with discrete Laplace marginal distributions ⋮ A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts ⋮ An estimation procedure for the Hawkes process ⋮ Generalized RCINAR(1) Process with Signed Thinning Operator ⋮ The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood ⋮ Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ Signed compound poisson integer-valued GARCH processes ⋮ Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ Modelling heavy-tailedness in count time series ⋮ Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure ⋮ Regularized estimation in GINAR(\(p\)) process ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ A combined geometric \(INAR(p)\) model based on negative binomial thinning ⋮ Coherent forecasting for count time series using Box–Jenkins's AR(p) model ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Some geometric mixed integer-valued autoregressive (INAR) models ⋮ First order non-negative integer valued autoregressive processes with power series innovations ⋮ Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model ⋮ A mixed INAR(p) model ⋮ A new skew integer valued time series process ⋮ On Shifted Geometric INAR(1) Models Based on Geometric Counting Series ⋮ Empirical likelihood for first-order mixed integer-valued autoregressive model ⋮ Imputation-based semiparametric estimation for INAR(1) processes with missing data ⋮ Quantile regression for thinning-based INAR(1) models of time series of counts ⋮ An integer-valued threshold autoregressive process based on negative binomial thinning ⋮ On the Rounded Integer-Valued Autoregressive Process ⋮ Generalized RCINAR(p) Process with Signed Thinning Operator ⋮ A parametric time series model with covariates for integers in Z ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A Poisson INAR(1) process with a seasonal structure ⋮ Statistical inference for the new INAR(2) models with random coefficient ⋮ Bivariate first-order random coefficient integer-valued autoregressive processes ⋮ A parametric study for the first-order signed integer-valued autoregressive process ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations ⋮ First-order random coefficient INAR process with dependent counting series ⋮ First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

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