First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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Cites work
- A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
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- Integer-valued branching processes with immigration
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- ON THE UNIMODALITY OF THE GENERALIZED NEGATIVE BINOMIAL DISTRIBUTION
Cited in
(only showing first 100 items - show all)- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- On the generalized Euler distribution
- Modelling some stationary Markov processes and related characterizations
- Poisson-Lindley INAR(1) model with applications
- Goodness-of-fit testing of a count time series' marginal distribution
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- Generalized random environment INAR models of higher order
- Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Empirical likelihood for first-order mixed integer-valued autoregressive 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
- A seasonal geometric INAR process based on negative binomial thinning operator
- A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
- Statistical inference for the new INAR(2) models with random coefficient
- Cluster point processes and Poisson thinning INARMA
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- A new estimation for INAR(1) process with Poisson distribution
- Modelling with the novel INAR(1)-PTE process
- A time series model based on dependent zero inflated counting series
- A geometric minification integer-valued autoregressive model
- Validation tests for the innovation distribution in INAR time series models
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- First-order random coefficients integer-valued threshold autoregressive processes
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- A parametric study for the first-order signed integer-valued autoregressive process
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- 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
- Testing for zero inflation and overdispersion in INAR(1) models
- First-order random coefficient integer-valued autoregressive processes
- First-order observation-driven integer-valued autoregressive processes
- Estimation in integer-valued moving average models
- Random environment integer-valued autoregressive process
- A geometric time series model with a new dependent Bernoulli counting series
- Detection of changes in INAR models
- A bivariate INAR(1) model with different thinning parameters
- A geometric time series model with dependent Bernoulli counting series
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- A geometric time-series model with an alternative dependent Bernoulli counting series
- scientific article; zbMATH DE number 4015823 (Why is no real title available?)
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- A geometric time series model with inflated-parameter Bernoulli counting series
- Empirical likelihood inference for INAR(1) model with explanatory variables
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Integer-valued moving average (INMA) process
- 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
- Estimating the parameters of the generalized poisson AR(1) process
- Some geometric mixed integer-valued autoregressive (INAR) models
- Large and moderate deviations for the total population in the nearly unstable INAR(1) model
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First order non-negative integer valued autoregressive processes with power series innovations
- On shifted geometric INAR(1) models based on geometric counting series
- An INAR(1) model based on a mixed dependent and independent counting series
- A new class of INAR(1) model for count time series
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
- A Poisson INAR(1) model with serially dependent innovations
- Empirical likelihood inference for random coefficient INAR(p) process
- A mixed bilinear INAR(1) model
- A mixed thinning based geometric INAR(1) model
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration
- Maximum likelihood estimation of the DDRCINAR(p) model
- Monitoring a bivariate INAR(1) process with application to Hepatitis A
- 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
- First-order integer-valued autoregressive process with Markov-switching coefficients
- On first-order integer-valued autoregressive process with Katz family innovations
- Tests for time series of counts based on the probability-generating function
- First-order integer valued AR processes with zero inflated Poisson innovations
- Bayesian generalizations of the integer-valued autoregressive model
- A dependent counting INAR model with serially dependent innovation
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- Zero truncated Poisson integer-valued AR\((1)\) model
- Estimation of parameters in the MDDRCINAR(p) model
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- First-order binomial autoregressive processes with Markov-switching coefficients
- A flexible integer-valued AR(1) process: estimation, forecasting and modeling COVID-19 data
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- An ARL-unbiased modified chart for monitoring autoregressive counts with geometric marginal distributions
- An alternative test for zero modification in the INAR(1) model with Poisson innovations
- The balanced discrete Burr–Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications
- A class of kth-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data
- Poisson new XLindley INAR(1) process
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Bayesian estimation of first-order integer generalized autoregressive models based on the negative binomial thinning operator
- Composite likelihood expectation-maximization algorithm for the first-order multivariate integer-valued autoregressive model with multivariate mixture distributions
- First-order multivariate integer-valued autoregressive model with multivariate mixture distributions
- First-order spatial dependent count integer-valued autoregressive (Sp-DCINAR(1,1)) process
- Maximum likelihood estimation of the SDMINAR( p ) model to analyze some COVID-19 data
- A novel dependent NTA thinning operator and generalized geometric INAR(1) process with contagious disease case studies
- A non-linear integer-valued autoregressive model with zero-inflated data series
- Maximum-likelihood estimation of the Po-MDDRCINAR( p ) model with analysis of a COVID-19 data
- The uniform Poisson-Ailamujia INAR(1) process with random coefficient
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