Observation-driven random coefficient threshold INAR models for count time series
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Cites work
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A new minification integer‐valued autoregressive process driven by explanatory variables
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- A simple INAR(1) model for analyzing count time series with multiple features
- A threshold stochastic volatility model with explanatory variables
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- An approximation model of the collective risk model with INAR(1) claim process
- An integer-valued threshold autoregressive process based on negative binomial thinning
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order random coefficients integer-valued threshold autoregressive processes
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
- Integer-valued self-exciting threshold autoregressive processes
- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
- Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
- On MCMC sampling in self-exciting integer-valued threshold time series models
- On bivariate threshold Poisson integer-valued autoregressive processes
- On the analysis of a discrete-time risk model with INAR(1) processes
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Self-excited threshold Poisson autoregression
- Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
- Self-exciting threshold binomial autoregressive processes
- Threshold integer-valued autoregressive model with serially dependent innovation
- Threshold models for integer-valued time series with infinite or finite range
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