scientific article; zbMATH DE number 770225

zbMath0819.62067MaRDI QIDQ4837997

Geneviève Gauthier, Alain Latour, Jean-Pierre Dion

Publication date: 30 August 1995

Full work available at URL: https://eudml.org/doc/11662

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistencyasymptotic normalityinteger-valued autoregressive time seriesexistence of a stationary distributionautoregressive moving average time seriesfunctionals of multitype branching processes with immigrationGINAR(d)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (16)

QMLE of periodic integer-valued time series models ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones ⋮ Non-linear INAR(1) processes under an alternative geometric thinning operator ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ Replicated INAR(1) processes ⋮ On the theory of periodic multivariate INAR processes ⋮ Local asymptotic normality and efficient estimation for INAR(p) models ⋮ Maximum likelihood estimation of higher-order integer-valued autoregressive processes ⋮ Asymptotic distribution of the CLSE in a critical process with immigration ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Functional limit theorems for critical processes with immigration ⋮ Binomial thinning models for integer time series ⋮ A p-Order signed integer-valued autoregressive (SINAR(p)) model ⋮ A simple integer-valued bilinear time series model ⋮ Asymptotic inference for nearly unstable INAR(1) models

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