A geometric time series model with dependent Bernoulli counting series (Q2864625)

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English	A geometric time series model with dependent Bernoulli counting series	scientific article

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title

A geometric time series model with dependent Bernoulli counting series (English)

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zbMATH Open document ID

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Journal of Time Series Analysis

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publication date

26 November 2013

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Mathematics Subject Classification ID

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INAR model

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generalized binomial thinning

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geometric marginal distribution

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dependent counting series

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/jtsa.12023

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OpenAlex ID

W1483216440

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cites work

First order autoregressive time series with negative binomial and geometric marginals

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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On some integer-valued autoregressive moving average models

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First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties

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An integer-valued pth-order autoregressive structure (INAR(p)) process

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Some autoregressive moving average processes with generalized Poisson marginal distributions

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Zero truncated Poisson integer-valued AR\((1)\) model

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GENERALIZED INTEGER-VALUED AUTOREGRESSION

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Inference in binomial AR(1) models

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A simple integer-valued bilinear time series model

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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

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Analysis of low count time series data by poisson autoregression

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Asymptotic properties of CLS estimators in the Poisson AR(1) model

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Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

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The Multivariate Ginar(p) Process

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Miscellanea. A note on generating correlated binary variables

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Some geometric mixed integer-valued autoregressive (INAR) models

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A combined geometric \(INAR(p)\) model based on negative binomial thinning

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A mixed INAR(p) model

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Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

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A bivariate \(INAR(1)\) time series model with geometric marginals

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A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model

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Estimation in nonlinear time series models

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Generalized RCINAR(p) Process with Signed Thinning Operator

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The combined \(\mathrm{INAR}(p)\) models for time series of counts

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Inference for pth-order random coefficient integer-valued autoregressive processes

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First-order random coefficient integer-valued autoregressive processes

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Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning

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Negative binomial time series models based on expectation thinning operators

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Mathematics(1 entry)

mardi Publication:2864625