First-order random coefficients integer-valued threshold autoregressive processes

DOI10.1007/S10182-017-0306-3MaRDI QIDQ2316737zbMATH OpenOpenAlexFDO

Authors Han Li, Kai Yang, Shishun Zhao, Dehui Wang

Publication date 6 August 2019

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-017-0306-3

zbMATH Keywords

forecastingestimationrandom coefficient modelsbinomial thinningthreshold integer-valued autoregressive modelsD-NeSS algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(44)

• On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• Threshold integer-valued autoregressive model with serially dependent innovation
• First-order random coefficient binomial AR process with dependent counting series
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
• First-order binomial autoregressive processes with Markov-switching coefficients
• First-order random coefficient mixed-thinning integer-valued autoregressive model
• Multivariate threshold integer-valued autoregressive processes with explanatory variables
• First-order random coefficient INAR process with dependent counting series
• Generalized Poisson integer-valued autoregressive processes with structural changes
• A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
• A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
• Bivariate first-order random coefficient integer-valued autoregressive processes
• Autoregressive Gaussian random vectors of first order
• On bivariate threshold Poisson integer-valued autoregressive processes
• High-order self-excited threshold integer-valued autoregressive model: estimation and testing
• Efficient estimation in semiparametric self-exciting threshold INAR processes
• On random coefficient INAR(1) processes
• A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
• Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
• A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
• On a periodic negative binomial SETINAR model
• First order threshold integer-valued moving average processes
• First-order random coefficient integer-valued autoregressive processes
• Random environment threshold integer-valued autoregressive process and parameter estimation
• A study of RCINAR(1) process with generalized negative binomial marginals
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
• Observation-driven random coefficient threshold INAR models for count time series
• Higher-order RCINAR process with discrete Lindley distribution thinning and applications
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
• Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
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• scientific article; zbMATH DE number 5927121 (Why is no real title available?)
• On MCMC sampling in self-exciting integer-valued threshold time series models
• An integer-valued threshold autoregressive process based on negative binomial thinning
• On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
• Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
• Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
• A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
• Conditional L₁ estimation for random coefficient integer-valued autoregressive processes
• A first-order random coefficient mixed-thinning threshold integer-valued autoregressive model to analyze the COVID-19 data
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data

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• SurvStat@RKI

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