Integer valued AR processes with explanatory variables

MaRDI QIDQ987138zbMATH OpenFDO

Authors Victor Enciso-Mora, Peter Neal, T. Subba Rao

Publication date 13 August 2010

Published in Sankhyā. Series B (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(21)

• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
• An integer-valued autoregressive process for seasonality
• On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
• Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
• Coherent forecasting for count time series using Box–Jenkins's AR(p) model
• MCMC for Integer-Valued ARMA processes
• A new binomial autoregressive process with explanatory variables
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
• Integer-valued autoregressive processes with periodic structure
• Integer valued AR(1) with geometric innovations
• Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS
• Model selection for time series of count data
• First-order integer valued AR processes with zero inflated Poisson innovations
• Exact Bayesian inference via data augmentation
• scientific article; zbMATH DE number 7365907 (Why is no real title available?)
• Integer autoregressive models with structural breaks
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• Non-linear INAR(1) processes under an alternative geometric thinning operator
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• A new minification integer‐valued autoregressive process driven by explanatory variables

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