A mixed thinning based geometric INAR(1) model

DOI10.2298/FIL1713009NzbMath1499.62315OpenAlexW2524422949MaRDI QIDQ5020387

Miroslav M. Ristić, Ana D. Janjić, Aleksandar S. Nastić

Publication date: 5 January 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1713009n

zbMATH Keywords

binomial thinningnegative binomial thinninggeometric marginal distributionmixed thinning INAR(1) modelmixed thinning operator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion ⋮ Mixed Poisson INAR(1) processes ⋮ A review of INMA integer-valued model class, application and further development

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