Bootstrapping INAR models (Q61791)

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English	Bootstrapping INAR models	scientific article

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scholarly article

25

3

publication date

1 August 2019

14 June 2019

Carsten Jentsch

Christian H. Weiß

Carsten Jentsch

Christian H. Weiß

Bootstrapping INAR models (English)

full work available at URL

https://projecteuclid.org/euclid.bj/1560326448

zbMATH Keywords

bootstrap consistency

functions of generalized means

INAR residuals

parametric bootstrap

semiparametric bootstrap

semiparametric estimation

time series of counts

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MaRDI publication profile

FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process

Asymptotic bootstrap validity for finite markov chains

Time series: theory and methods.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Sieve bootstrap for time series

General restrictions on tail probabilities

On weak dependence conditions: the case of discrete valued processes

Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models

THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

Bootstrap methods: another look at the jackknife

BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

Asymptotic properties of CLS estimators in the Poisson AR(1) model

Analysis of low count time series data by poisson autoregression

Some Limit Theorems for Stationary Processes

First‐order integer valued AR processes with zero inflated poisson innovations

Bootstrapping sample quantiles of discrete data

Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap

Bootstrapping INAR models

Univariate Discrete Distributions

Convolution-closed models for count time series with applications

A non-stationary integer-valued autoregressive model

Bootstrap methods for dependent data: a review

On the range of validity of the autoregressive sieve bootstrap

The jackknife and the bootstrap for general stationary observations

Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process

Validation tests for the innovation distribution in INAR time series models

Baxter's inequality and sieve bootstrap for random fields

On the Vector Autoregressive Sieve Bootstrap

Diagnostic checks for integer-valued autoregressive models using expected residuals

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Automatic Block-Length Selection for the Dependent Bootstrap

A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes

Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion

Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes

Discrete analogues of self-decomposability and stability

Model Checking via Parametric Bootstraps in Time Series Analysis

Process capability analysis for serially dependent processes of Poisson counts

An Introduction to Discrete‐Valued Time Series

Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes

Moment bounds for stationary mixing sequences

Identifiers

10.3150/18-bej1057

zbMATH Open document ID

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Mathematics(1 entry)

mardi Publication:61791

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