Bootstrapping INAR models
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Cites work
- A goodness-of-fit test for integer-valued autoregressive processes
- A non-stationary integer-valued autoregressive model
- An Introduction to Discrete‐Valued Time Series
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Analysis of low count time series data by poisson autoregression
- Asymptotic bootstrap validity for finite markov chains
- Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Automatic Block-Length Selection for the Dependent Bootstrap
- Baxter's inequality and sieve bootstrap for random fields
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
- Bootstrap for random coefficient autoregressive models
- Bootstrap methods for dependent data: a review
- Bootstrap methods: another look at the jackknife
- Bootstrapping INAR models
- Bootstrapping sample quantiles of discrete data
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Convolution-closed models for count time series with applications
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- Diagnostic checks for integer-valued autoregressive models using expected residuals
- Discrete analogues of self-decomposability and stability
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order integer valued AR processes with zero inflated Poisson innovations
- General restrictions on tail probabilities
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- Model Checking via Parametric Bootstraps in Time Series Analysis
- Moment bounds for stationary mixing sequences
- On the range of validity of the autoregressive sieve bootstrap
- On the vector autoregressive sieve bootstrap
- On weak dependence conditions: the case of discrete valued processes
- Process capability analysis for serially dependent processes of Poisson counts
- Sieve bootstrap for time series
- Some Limit Theorems for Stationary Processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- The jackknife and the bootstrap for general stationary observations
- Time series: theory and methods.
- Univariate Discrete Distributions
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
- Validation tests for the innovation distribution in INAR time series models
Cited in
(22)- Efficient accounting for estimation uncertainty in coherent forecasting of count processes
- Testing the dispersion structure of count time series using Pearson residuals
- An empirical likelihood-based unified test for the integer-valued AR(1) models
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
- Bootstrap-based bias corrections for INAR count time series
- A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations
- On strongly dependent zero-inflated INAR(1) processes
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Novel goodness-of-fit tests for binomial count time series
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- Bootstrap for integer‐valued GARCH(p, q) processes
- On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes
- spINAR
- A new bootstrap resampling scheme for INAR processes with trend
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- Bootstrapping INAR models
- A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model
- Matched bootstrap procedure for INAR(1) processes
- Model-based INAR bootstrap for forecasting INAR\((p)\) models
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
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