An integer-valued threshold autoregressive process based on negative binomial thinning
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- scientific article; zbMATH DE number 3872513
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Cites work
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- scientific article; zbMATH DE number 3493681 (Why is no real title available?)
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- scientific article; zbMATH DE number 1959513 (Why is no real title available?)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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- Hidden Markov Models for Time Series
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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- On conditional least squares estimation for stochastic processes
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- Self-excited threshold Poisson autoregression
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- Testing and Modeling Threshold Autoregressive Processes
- Thinning operations for modeling time series of counts -- a survey
- Thinning-based models in the analysis of integer-valued time series: a review
- Threshold models for integer-valued time series with infinite or finite range
- Threshold models in time series analysis -- 30 years on
Cited in
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- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- A study of RCINAR(1) process with generalized negative binomial marginals
- A New Generalization of Geometric Distribution with Properties and Applications
- Self-exciting hysteretic binomial autoregressive processes
- First-order integer-valued autoregressive process with Markov-switching coefficients
- First-order random coefficient INAR process with dependent counting series
- Statistical inference for self-exciting threshold INAR processes with missing values
- Generalized Poisson integer-valued autoregressive processes with structural changes
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Mixed Poisson INAR(1) processes
- On a periodic SETINAR model
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
- On a periodic negative binomial SETINAR model
- Imputation-based semiparametric estimation for INAR(1) processes with missing data
- On MCMC sampling in self-exciting integer-valued threshold time series models
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- First-order binomial autoregressive processes with Markov-switching coefficients
- Random environment threshold integer-valued autoregressive process and parameter estimation
- On bivariate threshold Poisson integer-valued autoregressive processes
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
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