On random coefficient INAR processes with long memory

DOI10.1007/S10182-025-00523-8MaRDI QIDQ6956217zbMATH OpenFDO

Authors Jan Beran, Frieder Droullier

Publication date 18 July 2025

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10182-025-00523-8

zbMATH Keywords

Gaussian subordinationinteger valued time seriesinteger-valued autoregressive (INAR) processlong memorylong-range dependencerandom coefficient process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

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• Modeling long memory with zero-inflated geometric INAR(1) process and its \(\mathbb{Z}\)-valued version

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