A review of INMA integer-valued model class, application and further development
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Cites work
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- scientific article; zbMATH DE number 3604240 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 1959513 (Why is no real title available?)
- scientific article; zbMATH DE number 1987697 (Why is no real title available?)
- scientific article; zbMATH DE number 1820665 (Why is no real title available?)
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- A GQL-based inference in non-stationary BINMA(1) time series
- A bivariate integer-valued long-memory model for high-frequency financial count data
- A long-memory integer-valued time series model, INARFIMA, for financial application
- A mixed thinning based geometric INAR(1) model
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Bivariate Time Series Modeling of Financial Count Data
- Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
- Discrete analogues of self-decomposability and stability
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- Estimation in integer-valued moving average models
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order random coefficient integer-valued autoregressive processes
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional differencing
- Individual effects and dynamics in count data models.
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Integer-valued moving average (INMA) process
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Long memory relationships and the aggregation of dynamic models
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
- Stationary Time Series Models with Exponential Dispersion Model Margins
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Thinning operations for modeling time series of counts -- a survey
- Time series models with univariate margins in the convolution-closed infinitely divisible class
- Varieties of long memory models
Cited in
(4)- Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index
- A long-memory integer-valued time series model, INARFIMA, for financial application
- Integer-valued trawl processes: a class of stationary infinitely divisible processes
- On periodic integer-valued moving average (INMA (q)) models
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