Generalized RCINAR(1) process with signed thinning operator
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- Generalized RCINAR(p) Process with Signed Thinning Operator
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- scientific article; zbMATH DE number 7234887
- A p-order signed integer-valued autoregressive (SINAR(p)) model
Cites work
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A non-stationary integer-valued autoregressive model
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Efficient order selection algorithms for integer-valued ARMA processes
- First-order observation-driven integer-valued autoregressive processes
- First-order random coefficient integer-valued autoregressive processes
- Forecasting time series with sieve bootstrap
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Local asymptotic normality and efficient estimation for INAR(p) models
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Note on integer-valued bilinear time series models
- On conditional least squares estimation for stochastic processes
- Regression theory for categorical time series
- Serial dependence and regression of Poisson INARMA models
- Zero truncated Poisson integer-valued AR\((1)\) model
Cited in
(19)- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Two classes of dynamic binomial integer-valued ARCH models
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Bivariate zero truncated Poisson INAR(1) process
- Generalized RCINAR(p) Process with Signed Thinning Operator
- Signed compound poisson integer-valued GARCH processes
- A study of RCINAR(1) process with generalized negative binomial marginals
- Inference for random coefficient INAR(1) process based on frequency domain analysis
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- First-order random coefficient INAR process with dependent counting series
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A Trinomial difference autoregressive model and its applications
- A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation
- A new class of \(\mathbb{Z}\)-valued INAR(1) models with application to mutual fund flows
- A signed binomial autoregressive model for the bounded ℤ-valued time series
- An extension of ℤ-valued time series with Poisson difference innovation via logistic regression
- Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
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