Inference for pth-order random coefficient integer-valued autoregressive processes
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Recommendations
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- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Cites work
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 52750 (Why is no real title available?)
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Lorenz ranking of income distributions
Cited in
(85)- A new method of testing for a unit root in the INAR(1) model based on variances
- A class of max-INAR(1) processes with explanatory variables
- A study for the NMBAR(1) processes
- Stationary count time series models
- Diagnostic checks for integer-valued autoregressive models using expected residuals
- Statistical inference for first-order random coefficient integer-valued autoregressive processes
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- First-order observation-driven integer-valued autoregressive processes
- Penalized empirical likelihood inference for the GINAR(p) model
- Alarm systems and catastrophes from a diverse point of view
- First-order random coefficients integer-valued threshold autoregressive processes
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- First-order spatial random coefficient non-negative integer-valued autoregressive (SRCINAR(1,1)) model
- A novel geometric AR(1) model and its estimation
- Estimation and testing for a Poisson autoregressive model
- A geometric time series model with dependent Bernoulli counting series
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Parameter estimation for INAR processes based on high-order statistics
- Diagnosing and modeling extra-binomial variation for time-dependent counts
- A mixed thinning based geometric INAR(1) model
- The combined Poisson INMA\((q)\) models for time series of counts
- A geometric time-series model with an alternative dependent Bernoulli counting series
- Optimal Alarm Systems for Count Processes
- Maximum-likelihood estimation of the Po-MDDRCINAR( p ) model with analysis of a COVID-19 data
- Random environment integer-valued autoregressive process
- First-order binomial autoregressive processes with Markov-switching coefficients
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- A seasonal geometric INAR process based on negative binomial thinning operator
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- Estimation of parameters in the MDDRCINAR(p) model
- A class of kth-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
- Thinning operations for modeling time series of counts -- a survey
- Bivariate zero truncated Poisson INAR(1) process
- An INAR model with discrete Laplace marginal distributions
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- A review of INMA integer-valued model class, application and further development
- First-order random coefficient INAR process with dependent counting series
- Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
- Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
- Estimation for random coefficient integer-valued autoregressive model under random environment
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- On random coefficient INAR(1) processes
- Empirical likelihood inference for random coefficient INAR(p) process
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- On the inversion of an autoregressive process of finite order
- Interventions in log-linear Poisson autoregression
- Conditional heteroscedasticity test for Poisson autoregressive model
- An extension of ℤ-valued time series with Poisson difference innovation via logistic regression
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- First-order random coefficient integer-valued autoregressive processes
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
- Imputation-based semiparametric estimation for INAR(1) processes with missing data
- Some geometric mixed integer-valued autoregressive (INAR) models
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- Generalized RCINAR(1) process with signed thinning operator
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
- Random multiplication versus random sum: autoregressive-like models with integer-valued random inputs
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Inference for random coefficient INAR(1) process based on frequency domain analysis
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
- Statistical inference for the new INAR(2) models with random coefficient
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- On shifted geometric INAR(1) models based on geometric counting series
- On weak dependence conditions: the case of discrete valued processes
- Thinning-based models in the analysis of integer-valued time series: a review
- Nonstationary INAR(1) process with qth-order autocorrelation innovation
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
- Integer autoregressive models with structural breaks
- Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
- Generalized RCINAR(p) Process with Signed Thinning Operator
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
- Conditional L₁ estimation for random coefficient integer-valued autoregressive processes
- Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
- Generalized random environment INAR models of higher order
- The asymptotic behavior of \(\mathrm{INAR}(p)\) models
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Maximum likelihood estimation of the DDRCINAR(p) model
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