A Trinomial difference autoregressive model and its applications
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Cites work
- A binomial integer-valued ARCH model
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- A non-stationary integer-valued autoregressive model
- A skew INAR(1) process on \(\mathbb {Z}\)
- A trinomial difference distribution
- Analysis of low count time series data by poisson autoregression
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order rounded integer-valued autoregressive (RINAR(l)) process
- Generalized RCINAR(1) process with signed thinning operator
- Generalized RCINAR(p) Process with Signed Thinning Operator
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Non-negative matrices and Markov chains.
- On the rounded integer-valued autoregressive process
- Poisson difference integer valued autoregressive model of order one
- Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)
- Two classes of dynamic binomial integer-valued ARCH models
- Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
Cited in
(7)- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
- Bivariate rounded \(\mathbb{Z} \)-valued autoregressive models with flexible auto- and cross-correlations
- Modelling bounded integer-valued time series of counts with a novel class of Conway–Maxwell–Poisson–Binomial ARCH models
- A signed binomial autoregressive model for the bounded ℤ-valued time series
- A novel bounded ℤ-valued autoregressive model with its application on crime data
- A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
- An extension of ℤ-valued time series with Poisson difference innovation via logistic regression
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