First order threshold integer-valued moving average processes

MaRDI QIDQ2876069zbMATH OpenFDO

Authors Hong Zou, Kaizhi Yu

Publication date 15 August 2014

Published in Dynamics of Continuous, Discrete \& Impulsive Systems. Series B. Applications \& Algorithms (Search for Journal in Brave)

Full work available at URL http://online.watsci.org/abstract_pdf/2014v21/v21n2b-pdf/6.pdf

zbMATH Keywords

ergodicitythresholdPoissonstationaryINMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Time series analysis of dynamical systems (37M10)

Recommendations

• scientific article; zbMATH DE number 5927121
• First-order random coefficients integer-valued threshold autoregressive processes
• Integer-valued moving average (INMA) process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• On threshold moving-average models
• First-order random coefficient integer-valued autoregressive processes
• First-order observation-driven integer-valued autoregressive processes
• On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
• First-order integer-valued autoregressive process with Markov-switching coefficients

Cited in

(7)

• Self-exciting threshold binomial autoregressive processes
• Parameter estimation and diagnostic tests for INMA(1) processes
• Threshold models for integer-valued time series with infinite or finite range
• Inference for bivariate integer-valued moving average models based on binomial thinning operation
• The marginal density of a TMA(1) process
• scientific article; zbMATH DE number 5927121 (Why is no real title available?)
• The combined Poisson INMA(2) models for integer-valued time series

This page was built for publication: First order threshold integer-valued moving average processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2876069)