A p-Order signed integer-valued autoregressive (SINAR(p)) model

DOI10.1111/j.1467-9892.2010.00694.xzbMath1290.62079OpenAlexW1556578726MaRDI QIDQ4979104

Lionel Truquet, Maher Kachour

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00694.x

zbMATH Keywords

autoregressive modelinteger-valued time seriessigned thinning operator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Some ARMA models for dependent sequences of poisson counts
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Splitting a Single State of a Stationary Process into Markovian States
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