Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
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(95)- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- On aggregation of multitype Galton-Watson branching processes with immigration
- Regularized estimation in GINAR(\(p\)) process
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Generalized random environment INAR models of higher order
- Diagnostic checks for integer-valued autoregressive models using expected residuals
- Additive outliers in INAR(1) models
- Thinning operations for modeling time series of counts -- a survey
- Time-dependent Poisson reduced rank models for political text data analysis
- INAR(1) processes with inflated-parameter generalized power series innovations
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- A new mixed first-order integer-valued autoregressive process with Poisson innovations
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- On a flexible construction of a negative binomial model
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones
- A copula-based bivariate integer-valued autoregressive process with application
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Modeling time series of counts with a new class of INAR(1) model
- Time series analysis of categorical data using auto-mutual information
- Replicated INAR(1) processes
- Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
- Auto-association measures for stationary time series of categorical data
- Random environment integer-valued autoregressive process
- On the rounded integer-valued autoregressive process
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
- A geometric time-series model with an alternative dependent Bernoulli counting series
- Innovational Outliers in INAR(1) Models
- Generalized RCINAR(p) Process with Signed Thinning Operator
- On the quasi-likelihood estimation for random coefficient autoregressions
- Count Data Time Series Models Based on Expectation Thinning
- Correlated INAR(1) process
- On two classes of reflected autoregressive processes
- Conditional least squares estimation of the parameters of higher order random environment INAR models
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Local asymptotic normality and efficient estimation for INAR(p) models
- Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
- A Poisson INAR(1) model with serially dependent innovations
- Thinning-based models in the analysis of integer-valued time series: a review
- A p-order signed integer-valued autoregressive (SINAR(p)) model
- A mixed thinning based geometric INAR(1) model
- On some periodic INARMA(p,q) models
- Maximum likelihood estimation of the DDRCINAR(p) model
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Penalized empirical likelihood inference for the GINAR(p) model
- Integer-valued autoregressive models for counts showing underdispersion
- Order shrinkage and selection for the INGARCH(p,q) model
- Modelling a non-stationary BINAR(1) Poisson process
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
- Negative binomial autoregressive process with stochastic intensity
- A mixed INAR(p) model
- First-order integer valued AR processes with zero inflated Poisson innovations
- Some recent progress in count time series
- Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
- A simple integer-valued bilinear time series model
- Asymptotic behavior of unstable INAR(\(p\)) processes
- Count Time Series: A Methodological Review
- Fluctuations and precise deviations of cumulative INAR time series
- Estimation of parameters in the MDDRCINAR(p) model
- A mixed generalized Poisson INAR model with applications
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
- A multiplicative thinning‐based integer‐valued GARCH model
- Bootstrapping INAR models
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- A class of kth-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
- Stationary count time series models
- A bilinear modeling in counts time series with applications
- Integer-valued autoregressive models based on quasi Pólya thinning operator
- Existence of a periodic and seasonal INAR process
- A trigamma-free approach for computing information matrices related to trigamma function
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- A combined integer-valued autoregressive process with actuarial applications
- Whittle likelihood estimation in INAR( p ) process
- Higher-order RCINAR process with discrete Lindley distribution thinning and applications
- Two-step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
- High-order self-excited multiple thresholds generalized integer-valued autoregressive model
- A unifying class of compound Poisson integer-valued ARMA and GARCH models
- A new class of \(\mathbb{Z}\)-valued INAR(1) models with application to mutual fund flows
- Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
- Forecasting natural disaster frequencies using nonstationary count time series models
- Multivariate threshold integer-valued autoregressive processes with explanatory variables
- Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
- A class of mixed thinning threshold integer-valued autoregressive model for the COVID-19 data
- Random multiplication versus random sum: autoregressive-like models with integer-valued random inputs
- Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
- Group LASSO for multiple change-point detection in a generalized integer-valued autoregressive model
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- Note on integer-valued bilinear time series models
- Negative binomial time series models based on expectation thinning operators
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