A semi-parametric integer-valued autoregressive model with covariates

DOI10.1111/RSSC.12543MaRDI QIDQ6643937zbMATH OpenFDO

Authors Yao Rao, David Harris, Brendan McCabe

Publication date 27 November 2024

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSC.12543

zbMATH Keywords

count data time-seriescovariatesinteger autoregressive modelsemi-parametric

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cited in

(5)

• Change-point analysis for binomial autoregressive model with application to price stability counts
• Signed integer-valued autoregressive model with time-varying coefficients
• Shrinkage estimation of integer-valued autoregressive processes of order one with covariates
• A zero-inflated Poisson integer-valued autoregressive model with time-varying coefficients covariates
• A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning

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