BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
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Cites work
- A new concept for count distributions
- A non-stationary integer-valued autoregressive model
- Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
- Binomial autoregressive moving average models
- Chain binomial models and binomial autoregressive processes
- Discrete analogues of self-decomposability and stability
- scientific article; zbMATH DE number 1307590 (Why is no real title available?)
- Inference in binomial AR(1) models
- Integer-Valued GARCH Process
- Integer-valued self-exciting threshold autoregressive processes
- Limit theorems for discrete-time metapopulation models
- Monitoring correlated processes with binomial marginals
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- The INARCH(1) model for overdispersed time series of counts
Cited in
(44)- Random record processes and state dependent thinning
- Self-exciting threshold binomial autoregressive processes
- Modeling zero inflation in count data time series with bounded support
- On eigenvalues of the transition matrix of some count-data Markov chains
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- Two classes of dynamic binomial integer-valued ARCH models
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- A new binomial autoregressive process with explanatory variables
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model
- Flexible binomial AR(1) processes using copulas
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- A multinomial autoregressive model for finite-range time series of counts
- Bivariate binomial autoregressive models
- Self-exciting threshold models for time series of counts with a finite range
- Chain binomial models and binomial autoregressive processes
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- A Poisson INAR(1) model with serially dependent innovations
- Thinning-based models in the analysis of integer-valued time series: a review
- Extended binomial AR(1) processes with generalized binomial thinning operator
- EWMA control charts for monitoring correlated counts with finite range
- Statistical analysis of the non-stationary binomial AR(1) model with change point
- First-order binomial autoregressive processes with Markov-switching coefficients
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
- On consistency for time series model selection
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- A study for the NMBAR(1) processes
- Epidemic change-point detection in general integer-valued time series
- Self-exciting hysteretic binomial autoregressive processes
- One- and two-sided monitoring schemes for BINARCH(1) processes
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Stationary count time series models
- A binomial integer-valued ARCH model
- Soft-clipping INGARCH models for time series of bounded counts
- A mixed BAR(1) model driven by serially dependent innovation with application
- Statistical inference for the binomial autoregressive model with time-varying parameters
- Copula-based bivariate binomial \(\mathrm{ARCH}( p, q)\) process
- 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
- First-order random coefficient binomial AR process with dependent counting series
- Modeling and testing for endpoint-inflated count time series with bounded support
- Poisson Bilal INARCH(1) process
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