Extended binomial AR(1) processes with generalized binomial thinning operator
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Cites work
- A generalised NGINAR(1) process with inflated-parameter geometric counting series
- A geometric time series model with dependent Bernoulli counting series
- A geometric time series model with inflated-parameter Bernoulli counting series
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A skew INAR(1) process on \(\mathbb {Z}\)
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Bivariate binomial autoregressive models
- Discrete analogues of self-decomposability and stability
- First-order random coefficient integer-valued autoregressive processes
- Goodness-of-fit tests for binomial AR(1) processes
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Inference in binomial AR(1) models
- Jumps in binomial AR(1) processes
- Modeling zero inflation in count data time series with bounded support
- Monitoring correlated processes with binomial marginals
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Self-exciting threshold binomial autoregressive processes
- The INARCH(1) model for overdispersed time series of counts
- The Lindeberg-Levy Theorem for Martingales
- Thinning operations for modeling time series of counts -- a survey
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- Time series of count data: Modeling, estimation and diagnostics
Cited in
(21)- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Statistical inference for the covariates-driven binomial AR(1) process
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Generalized RCINAR(p) Process with Signed Thinning Operator
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- 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 binomial thinning and mixing
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models
- Self-exciting hysteretic binomial autoregressive processes
- A new binomial AR(1) process with dependent counting series driven by explanatory variables
- A mixed BAR(1) model driven by serially dependent innovation with application
- Modeling endpoint inflations in counting time series data with dependent thinning operator
- A new generalized binomial thinning-based INAR(1) process with Poisson–Lindley innovations
- 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
- Statistical inference of pth-order generalized binomial autoregressive model
- A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
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