First-order integer-valued autoregressive process with Markov-switching coefficients

DOI10.1080/03610926.2020.1813302MaRDI QIDQ5092673zbMATH OpenOpenAlexFDO

Authors Feilong Lu, Dehui Wang

Publication date 22 July 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1813302

zbMATH Keywords

INARMarkov-switching modelmaximum likelihood estimationthinning operation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(8)

• A parametric study for the first-order signed integer-valued autoregressive process
• First order threshold integer-valued moving average processes
• scientific article; zbMATH DE number 5927121 (Why is no real title available?)
• First order non-negative integer valued autoregressive processes with power series innovations
• On first-order integer-valued autoregressive process with Katz family innovations
• First-order binomial autoregressive processes with Markov-switching coefficients
• On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
• Local asymptotic normality and optimal estimation for self-excited threshold generalized INAR(p) models

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