Integer-valued autoregressive processes with periodic structure
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- Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
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Cited in
(39)- On mixture periodic Integer-Valued ARCH models
- A seasonal geometric INAR process based on negative binomial thinning operator
- Locally asymptotically efficient estimation for parametric PINAR(p) models
- A periodic mixed linear state-space model to monthly long-term temperature data
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
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- Periodic INAR(1) model with Bell innovations distribution
- Integer-valued self-exciting periodic threshold autogressive processes
- Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation
- Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model
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- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case
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- Risk aggregation based on the Poisson INAR(1) process with periodic structure
- Beta seasonal autoregressive moving average models
- A study for missing values in PINAR(1)\(_T\) processes
- Statistical inference for self-exciting threshold INAR processes with missing values
- Integer valued AR(1) with geometric innovations
- On a periodic SETINAR model
- Periodic integer-valued GARCH(1,1) model
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
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- Thinning-based models in the analysis of integer-valued time series: a review
- Efficient estimation in (PINAR(1)) model: semiparametric case
- Renewal sequences with periodic dynamics
- Periodic integer-valued bilinear time series model
- POISSON REGRESSION WITH A PERIODIC FUNCTION
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