Imputation-based semiparametric estimation for INAR(1) processes with missing data

DOI10.15672/HUJMS.643081MaRDI QIDQ5163744zbMATH OpenOpenAlexFDO

Authors Wei Xiong, Dehui Wang, Xin-Yang Wang

Publication date 8 November 2021

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.643081

zbMATH Keywords

first-step imputationinteger-valued autoregressivemissing not at randomsemiparametric likelihood

Mathematics Subject Classification ID

Missing data (62D10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A semiparametric estimation of mean functionals with nonignorable missing data
• A study for missing values in PINAR(1)\(_T\) processes
• An instrumental variable approach for identification and estimation with nonignorable nonresponse
• An integer-valued threshold autoregressive process based on negative binomial thinning
• Analysis of low count time series data by poisson autoregression
• Efficient quantile regression analysis with missing observations
• Empirical likelihood for estimating equations with nonignorably missing data
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• Estimation in conditional first order autoregression with discrete support
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• Statistical methods for handling incomplete data
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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Cited in

(5)

• Missing-Data Imputation in Nonstationary Panel Data Models
• Parameter estimation for \({\mathrm{MGINAR}}(p)\) model with missing data
• A study for missing values in PINAR(1)\(_T\) processes
• scientific article; zbMATH DE number 5583474 (Why is no real title available?)
• Statistical inference for self-exciting threshold INAR processes with missing values

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