Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

DOI10.2307/1427183MaRDI QIDQ3740086zbMATH OpenOpenAlexFDO

Authors E.McKenzie

Publication date 1986

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427183

zbMATH Keywords

ARMAautoregressive moving-average processdiscrete random variablesgeometricinterval processesmarginal distributionsnegative binomialsample path behaviourself- decomposabilitysimulationsthinning

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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• On the max-semistable limit of maxima of stationary sequences with missing values
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Smoothing non-Gaussian time series with autoregressive structure.
• On the generalized Euler distribution
• Some stochastic models leading to the convolution of two binomial variables
• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors
• Modelling some stationary Markov processes and related characterizations
• A reversibility relationship
• Some asymptotic properties in INAR(1) processes with Poisson marginals
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• Estimation methods for a flexible INAR(1) COM-Poisson time series model
• Poisson-Lindley INAR(1) model with applications
• Goodness-of-fit testing of a count time series' marginal distribution
• Analyzing the full BINMA time series process using a robust GQL approach
• Integer-valued moving average models with structural changes
• Generalized random environment INAR models of higher order
• Regression theory for categorical time series
• Discrete Mittag-Leffler distributions
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• A new non-linear AR(1) time series model having approximate beta marginals
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
• A Skellam GARCH model
• Thinning operations for modeling time series of counts -- a survey
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• Bidimensional discrete-time risk models based on bivariate claim count time series
• A seasonal geometric INAR process based on negative binomial thinning operator
• Recent developments on fractional point processes
• A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
• First-order random coefficient mixed-thinning integer-valued autoregressive model
• Modelling with the novel INAR(1)-PTE process
• Bayesian semiparametric long memory models for discretized event data
• BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
• A perturbation analysis of Markov chains models with time-varying parameters
• Noncausal counting processes: a queuing perspective
• A GQL-based inference in non-stationary BINMA(1) time series
• Risk models based on time series for count random variables
• First-order random coefficients integer-valued threshold autoregressive processes
• Bivariate first-order random coefficient integer-valued autoregressive processes
• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
• On a flexible construction of a negative binomial model
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones
• Mixed Poisson INAR(1) processes
• First-order random coefficient integer-valued autoregressive processes
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
• A note on the extremes of a particular moving average count data model
• Estimation in integer-valued moving average models
• Random environment integer-valued autoregressive process
• A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com-Poisson data
• Convolution of binomial and negative binomial variables
• A note on an integer valued time series model with Poisson-negative binomial marginal distribution
• The distribution of the maximum of a first-order moving average: the discrete case
• Estimation in a bivariate integer-valued autoregressive process
• Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
• A New Markov Binomial Distribution
• A bivariate integer-valued long-memory model for high-frequency financial count data
• A geometric time-series model with an alternative dependent Bernoulli counting series
• A statistical model for under- or overdispersed clustered and longitudinal count data
• Count Data Time Series Models Based on Expectation Thinning
• Correlated INAR(1) process
• On two classes of reflected autoregressive processes
• Simulation of negative binomial processes
• Conditional least squares estimation of the parameters of higher order random environment INAR models
• Bivariate Time Series Modeling of Financial Count Data
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Testing for presence of a latent process in count series
• Discrete-time risk models on time series for count random variables
• GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
• Distributional properties of the negative binomial Lévy process
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Integer-valued moving average (INMA) process
• STATIONARITY OF THE SOLUTION OF X_t= A_tX_t-1+ ε_tAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
• Asymptotic analysis of extremes from autoregressive negative binomial processes
• On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
• First order autoregressive time series with negative binomial and geometric marginals
• Regeneration-based bootstrap for Markov chains
• Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures
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• Stationary Time Series Models with Exponential Dispersion Model Margins
• Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
• Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
• An INAR(1) model based on a mixed dependent and independent counting series
• A new class of INAR(1) model for count time series
• Modelling and coherent forecasting of zero-inflated count time series
• A marked Cox model for the number of IBNR claims: estimation and application
• Generalized Ordinary Differential Equation Models
• Empirical likelihood inference for random coefficient INAR(p) process
• A mixed bilinear INAR(1) model
• A mixed thinning based geometric INAR(1) model
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
• Integer-valued bilinear time series model with signed generalized power series thinning operator
• scientific article; zbMATH DE number 7594588 (Why is no real title available?)
• SUPERPOSITIONED STATIONARY COUNT TIME SERIES
• Semi-parametric models for negative binomial panel data
• Inferences in longitudinal count data models with measurement errors in time dependent covariates
• Fractional approaches for the distribution of innovation sequence of INAR(1) processes
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart
• An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation

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